+205.0%
HD vs MAR
+411.9%
-206.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.6% |
| 7D | -1.2% | -1.7% | +0.5% | -0.6% |
| 30D | -11.1% | -6.9% | -4.2% | -9.1% |
| 3M | +2.0% | -15.8% | +17.9% | +7.5% |
| 6M | -10.5% | +1.9% | -12.4% | -11.1% |
| YTD | -6.9% | +6.6% | -13.5% | -9.0% |
| 1Y | -23.2% | +23.7% | -46.9% | -28.4% |
| 3Y | +3.1% | +64.6% | -61.5% | -12.6% |
| 5Y | +7.4% | +156.4% | -149.0% | -20.8% |
| 10Y | +205.0% | +415.4% | -210.4% | +82.5% |
| All | +205.0% | +411.9% | -206.9% | +82.5% |
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