+210.2%
HD vs MET
+245.0%
-34.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -1.8% | -0.8% | -1.1% | -1.5% |
| 30D | -10.8% | -1.4% | -9.5% | -10.4% |
| 3M | -2.7% | +12.5% | -15.2% | -7.5% |
| 6M | -10.3% | +37.1% | -47.4% | -21.3% |
| YTD | -7.8% | +23.8% | -31.6% | -16.1% |
| 1Y | -23.1% | +24.1% | -47.3% | -30.2% |
| 3Y | +2.0% | +65.2% | -63.2% | -19.3% |
| 5Y | +6.2% | +82.3% | -76.0% | -20.8% |
| 10Y | +210.2% | +241.6% | -31.4% | +57.1% |
| All | +210.2% | +245.0% | -34.9% | +57.1% |
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