-2.6%
HD vs MET
+31.9%
-34.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.2% |
| 7D | +1.5% | +4.5% | -2.9% | -0.1% |
| 30D | +18.0% | +3.5% | +14.4% | +16.7% |
| 3M | +2.8% | +5.9% | -3.1% | +0.9% |
| 6M | +17.0% | +33.1% | -16.1% | +5.6% |
| YTD | +3.5% | +33.6% | -30.0% | -8.6% |
| 1Y | -2.6% | +32.7% | -35.3% | -13.7% |
| All | -2.6% | +31.9% | -34.5% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling