+4.5%
HD vs MKSI
+84.1%
-79.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.6% |
| 7D | -3.8% | +2.7% | -6.5% | -4.3% |
| 30D | -9.4% | -12.8% | +3.4% | -7.4% |
| 3M | -4.6% | -22.5% | +17.9% | -1.8% |
| 6M | -10.1% | +19.4% | -29.5% | -15.8% |
| YTD | -8.3% | +67.7% | -76.0% | -20.7% |
| 1Y | -25.0% | +131.4% | -156.4% | -40.4% |
| 3Y | +1.5% | +197.3% | -195.8% | -29.5% |
| All | +4.5% | +84.1% | -79.6% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling