+7,933.4%
HD vs M
+396.5%
+7,536.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.6% | +0.2% |
| 7D | -2.1% | +4.7% | -6.8% | -3.4% |
| 30D | -8.4% | -9.6% | +1.2% | -5.7% |
| 3M | +4.3% | +0.9% | +3.5% | +3.7% |
| 6M | -11.1% | +22.3% | -33.4% | -16.8% |
| YTD | -4.7% | +6.5% | -11.2% | -7.6% |
| 1Y | -19.8% | +38.8% | -58.6% | -28.4% |
| 3Y | +4.1% | +115.9% | -111.8% | -24.3% |
| 5Y | +10.3% | +28.6% | -18.3% | -14.5% |
| 10Y | +203.2% | -2.5% | +205.7% | +98.4% |
| All | +7,933.4% | +396.5% | +7,536.8% | +2,212.0% |
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 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