+247.2%
HD vs MAR
+528.1%
-281.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -1.5% |
| 7D | +5.2% | +2.9% | +2.3% | +4.3% |
| 30D | +20.7% | +17.0% | +3.7% | +14.9% |
| 3M | +0.8% | +23.2% | -22.4% | -5.6% |
| 6M | +12.2% | +21.7% | -9.5% | +5.3% |
| YTD | +4.2% | +38.9% | -34.6% | -6.2% |
| 1Y | -2.6% | +48.7% | -51.2% | -14.1% |
| 3Y | +30.0% | +122.9% | -92.9% | +0.5% |
| 5Y | +8.1% | +177.5% | -169.4% | -22.7% |
| 10Y | +247.2% | +537.5% | -290.4% | +123.0% |
| All | +247.2% | +528.1% | -281.0% | +123.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 10y: compounded portfolio wealth divided by compounded MAR 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…
10y analysis · Full analysis span regression · 6 months rolling