+210.2%
HD vs MDY
+170.4%
+39.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | -0.2% |
| 7D | -1.8% | -0.8% | -1.0% | -1.2% |
| 30D | -10.8% | -3.9% | -7.0% | -8.0% |
| 3M | -2.7% | 0.0% | -2.6% | -2.6% |
| 6M | -10.3% | +8.5% | -18.8% | -15.9% |
| YTD | -7.8% | +13.2% | -21.0% | -16.6% |
| 1Y | -23.1% | +15.0% | -38.2% | -31.5% |
| 3Y | +2.0% | +49.6% | -47.6% | -27.2% |
| 5Y | +6.2% | +46.0% | -39.8% | -23.2% |
| 10Y | +210.2% | +176.4% | +33.8% | +31.4% |
| All | +210.2% | +170.4% | +39.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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