+8,656.2%
HD vs M
+425.5%
+8,230.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.3% | +0.1% |
| 7D | +6.4% | -2.1% | +8.5% | +7.0% |
| 30D | +22.1% | +7.7% | +14.4% | +19.5% |
| 3M | -0.2% | -4.4% | +4.2% | +0.9% |
| 6M | +12.6% | +27.5% | -14.9% | +4.2% |
| YTD | +3.9% | +12.8% | -8.8% | -1.0% |
| 1Y | -3.7% | +20.7% | -24.5% | -10.3% |
| 3Y | +27.9% | +111.3% | -83.4% | -6.3% |
| 5Y | +7.8% | -6.3% | +14.1% | -6.8% |
| 10Y | +269.4% | +1.5% | +267.9% | +139.4% |
| All | +8,656.2% | +425.5% | +8,230.7% | +2,375.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling