+4.5%
HD vs MCO
+26.7%
-22.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | -3.9% | -7.3% | +3.4% | -0.5% |
| 30D | -13.1% | -1.7% | -11.4% | -12.5% |
| 3M | -3.4% | +3.9% | -7.4% | -5.4% |
| 6M | -12.6% | +3.8% | -16.4% | -14.5% |
| YTD | -9.2% | -7.9% | -1.3% | -6.9% |
| 1Y | -23.9% | -6.8% | -17.1% | -22.7% |
| 3Y | +0.4% | +40.9% | -40.5% | -19.5% |
| 5Y | +4.5% | +27.5% | -23.0% | -15.7% |
| All | +4.5% | +26.7% | -22.2% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling