+6,066.6%
HD vs MDY
+2,662.7%
+3,403.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -8.4% | -1.5% | -6.9% | -7.3% |
| 3M | +4.3% | +0.8% | +3.6% | +3.7% |
| 6M | -11.1% | +7.4% | -18.6% | -16.2% |
| YTD | -4.7% | +15.2% | -19.9% | -15.4% |
| 1Y | -19.8% | +16.5% | -36.3% | -29.7% |
| 3Y | +4.1% | +46.8% | -42.7% | -25.6% |
| 5Y | +10.3% | +46.0% | -35.7% | -21.4% |
| 10Y | +203.2% | +172.1% | +31.1% | +24.2% |
| All | +6,066.6% | +2,662.7% | +3,403.9% | +233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling