-3.5%
HD vs MAR
+48.9%
-52.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.2% | +1.0% | -2.2% | -1.7% |
| 30D | +20.9% | +16.2% | +4.7% | +12.5% |
| 3M | -0.2% | +23.1% | -23.2% | -9.6% |
| 6M | +14.5% | +22.0% | -7.5% | +3.1% |
| YTD | +4.3% | +39.2% | -34.8% | -12.9% |
| 1Y | -3.5% | +48.3% | -51.7% | -22.8% |
| All | -3.5% | +48.9% | -52.4% | -22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling