+206.4%
HD vs MKSI
+524.1%
-317.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | -3.8% | +2.7% | -6.5% | -4.4% |
| 30D | -9.4% | -12.8% | +3.4% | -6.9% |
| 3M | -4.6% | -22.5% | +17.9% | -1.2% |
| 6M | -10.1% | +19.4% | -29.5% | -16.7% |
| YTD | -8.3% | +67.7% | -76.0% | -22.6% |
| 1Y | -25.0% | +131.4% | -156.4% | -42.5% |
| 3Y | +1.5% | +197.3% | -195.8% | -32.2% |
| 5Y | +5.6% | +87.0% | -81.4% | -23.1% |
| All | +206.4% | +524.1% | -317.7% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling