+257.9%
HD vs MAS
+230.1%
+27.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.5% | -1.6% | +0.3% |
| 7D | +3.6% | +3.3% | +0.3% | +1.7% |
| 30D | +21.6% | +25.5% | -3.9% | +7.0% |
| 3M | +0.1% | +11.8% | -11.6% | -6.0% |
| 6M | +13.0% | +21.3% | -8.3% | +0.7% |
| YTD | +4.9% | +37.7% | -32.8% | -14.0% |
| 1Y | -2.1% | +41.0% | -43.1% | -20.9% |
| 3Y | +32.6% | +63.0% | -30.4% | -3.4% |
| 5Y | +8.2% | +44.1% | -35.9% | -17.2% |
| 10Y | +257.9% | +224.3% | +33.6% | +86.3% |
| All | +257.9% | +230.1% | +27.8% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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