+841.9%
HD vs MET
+1,317.8%
-475.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.4% | -1.4% |
| 7D | +4.3% | -1.2% | +5.5% | +4.8% |
| 30D | +20.2% | +3.2% | +17.0% | +19.0% |
| 3M | -1.0% | -1.1% | +0.1% | -0.7% |
| 6M | +7.9% | +25.0% | -17.1% | 0.0% |
| YTD | +2.0% | +27.9% | -25.9% | -6.4% |
| 1Y | -4.3% | +32.9% | -37.2% | -13.3% |
| 3Y | +25.9% | +78.8% | -52.9% | +2.2% |
| 5Y | +5.8% | +79.6% | -73.7% | -15.3% |
| 10Y | +262.5% | +228.1% | +34.5% | +127.3% |
| All | +841.9% | +1,317.8% | -475.8% | +218.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling