+25.9%
HD vs MAR
+122.8%
-96.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.8% |
| 7D | +4.3% | +4.3% | 0.0% | +2.6% |
| 30D | +20.2% | +16.8% | +3.4% | +12.8% |
| 3M | -1.0% | +16.0% | -17.0% | -7.0% |
| 6M | +7.9% | +16.5% | -8.5% | +0.9% |
| YTD | +2.0% | +35.0% | -33.1% | -10.3% |
| 1Y | -4.3% | +49.4% | -53.7% | -19.2% |
| 3Y | +25.9% | +124.1% | -98.1% | -10.4% |
| All | +25.9% | +122.8% | -96.8% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling