+30.0%
HD vs MKC
-21.4%
+51.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | 0.0% |
| 7D | +5.2% | -2.4% | +7.6% | +6.0% |
| 30D | +20.7% | +5.4% | +15.4% | +19.3% |
| 3M | +0.8% | -11.1% | +11.9% | +3.8% |
| 6M | +12.2% | -1.4% | +13.6% | +12.4% |
| YTD | +4.2% | -29.4% | +33.6% | +12.9% |
| 1Y | -2.6% | -24.7% | +22.2% | +3.9% |
| 3Y | +30.0% | -21.8% | +51.8% | +37.0% |
| All | +30.0% | -21.4% | +51.5% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 3y: compounded portfolio wealth divided by compounded MKC 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…
3y analysis · Full analysis span regression · 6 months rolling