+245.3%
HD vs MET
+202.5%
+42.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +20.9% | +3.4% | +17.5% | +19.3% |
| 3M | -0.2% | +7.0% | -7.1% | -2.9% |
| 6M | +14.5% | +34.6% | -20.1% | +1.1% |
| YTD | +4.3% | +34.0% | -29.6% | -8.0% |
| 1Y | -3.5% | +35.9% | -39.4% | -15.4% |
| 3Y | +30.1% | +85.5% | -55.4% | -1.7% |
| 5Y | +8.5% | +87.8% | -79.3% | -19.8% |
| 10Y | +245.3% | +199.7% | +45.6% | +85.4% |
| All | +245.3% | +202.5% | +42.8% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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