+10.8%
HD vs M
+27.3%
-16.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.6% | +0.4% |
| 7D | -2.1% | +4.7% | -6.8% | -3.0% |
| 30D | -8.4% | -9.6% | +1.2% | -6.6% |
| 3M | +4.3% | +0.9% | +3.5% | +3.9% |
| 6M | -11.1% | +22.3% | -33.4% | -14.9% |
| YTD | -4.7% | +6.5% | -11.2% | -6.6% |
| 1Y | -19.8% | +38.8% | -58.6% | -25.6% |
| 3Y | +4.1% | +115.9% | -111.8% | -16.8% |
| All | +10.8% | +27.3% | -16.5% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling