+203.4%
HD vs MCO
+385.7%
-182.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.7% |
| 7D | -3.9% | -7.3% | +3.4% | 0.0% |
| 30D | -13.1% | -1.7% | -11.4% | -12.4% |
| 3M | -3.4% | +3.9% | -7.4% | -5.7% |
| 6M | -12.6% | +3.8% | -16.4% | -14.8% |
| YTD | -9.2% | -7.9% | -1.3% | -6.8% |
| 1Y | -23.9% | -6.8% | -17.1% | -22.7% |
| 3Y | +0.4% | +40.9% | -40.5% | -20.7% |
| 5Y | +4.5% | +27.5% | -23.0% | -14.8% |
| All | +203.4% | +385.7% | -182.3% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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