+780.5%
HD vs MET
+1,300.1%
-519.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.5% |
| 7D | -2.1% | +1.2% | -3.2% | -2.4% |
| 30D | -8.4% | +1.4% | -9.8% | -8.9% |
| 3M | +4.3% | +17.7% | -13.3% | -1.3% |
| 6M | -11.1% | +35.0% | -46.1% | -19.7% |
| YTD | -4.7% | +26.3% | -31.0% | -12.2% |
| 1Y | -19.8% | +22.8% | -42.6% | -25.6% |
| 3Y | +4.1% | +65.9% | -61.8% | -13.5% |
| 5Y | +10.3% | +85.4% | -75.0% | -12.8% |
| 10Y | +203.2% | +253.7% | -50.5% | +85.7% |
| All | +780.5% | +1,300.1% | -519.7% | +199.0% |
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