-23.1%
HD vs MDY
+14.2%
-37.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -8.1% |
| 3M | -2.7% | 0.0% | -2.6% | -2.6% |
| 6M | -10.3% | +8.5% | -18.8% | -15.5% |
| YTD | -7.8% | +13.2% | -21.0% | -15.2% |
| 1Y | -23.1% | +15.0% | -38.2% | -30.3% |
| All | -23.1% | +14.2% | -37.3% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling