+2,705.8%
HD vs MAR
+3,121.8%
-416.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +3.6% | +0.2% | +3.4% | +3.6% |
| 30D | +21.6% | +14.0% | +7.5% | +15.3% |
| 3M | +0.1% | +18.1% | -18.0% | -6.4% |
| 6M | +13.0% | +18.6% | -5.6% | +5.1% |
| YTD | +4.9% | +35.3% | -30.3% | -7.6% |
| 1Y | -2.1% | +44.5% | -46.5% | -16.1% |
| 3Y | +32.6% | +120.7% | -88.1% | -5.8% |
| 5Y | +8.2% | +164.1% | -155.9% | -30.4% |
| 10Y | +257.9% | +515.5% | -257.6% | +41.5% |
| All | +2,705.8% | +3,121.8% | -416.1% | +327.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling