-19.8%
HD vs MKSI
+162.5%
-182.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.3% | +0.8% |
| 7D | -2.1% | +1.8% | -3.8% | -2.1% |
| 30D | -8.4% | -16.8% | +8.4% | -7.8% |
| 3M | +4.3% | -21.1% | +25.4% | +4.4% |
| 6M | -11.1% | +10.8% | -22.0% | -13.4% |
| YTD | -4.7% | +63.3% | -68.0% | -7.4% |
| 1Y | -19.8% | +157.0% | -176.8% | -24.1% |
| All | -19.8% | +162.5% | -182.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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