+8.1%
HD vs M
+0.1%
+8.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +5.2% | +5.0% | +0.2% | +4.1% |
| 30D | +20.7% | +10.6% | +10.1% | +18.1% |
| 3M | +0.8% | +1.6% | -0.8% | +0.3% |
| 6M | +12.2% | +30.8% | -18.6% | +5.6% |
| YTD | +4.2% | +16.9% | -12.7% | -0.1% |
| 1Y | -2.6% | +26.3% | -28.8% | -8.1% |
| 3Y | +30.0% | +158.6% | -128.6% | -1.5% |
| 5Y | +8.1% | +2.1% | +6.0% | -3.9% |
| All | +8.1% | +0.1% | +8.0% | -3.9% |
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