+31,139.8%
HD vs MAS
+1,430.5%
+29,709.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.2% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | -8.4% | -5.6% | -2.9% | -6.3% |
| 3M | +4.3% | +4.4% | -0.1% | +2.3% |
| 6M | -11.1% | +7.2% | -18.3% | -14.2% |
| YTD | -4.7% | +16.1% | -20.8% | -11.1% |
| 1Y | -19.8% | +0.1% | -19.9% | -20.7% |
| 3Y | +4.1% | +28.3% | -24.2% | -7.7% |
| 5Y | +10.3% | +30.5% | -20.1% | -3.5% |
| 10Y | +203.2% | +139.1% | +64.0% | +106.2% |
| All | +31,139.8% | +1,430.5% | +29,709.3% | +8,085.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling