-4.6%
HD vs MKTX
+5.4%
-10.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.6% | +6.5% |
| 7D | +11.9% | +0.5% | +11.4% | +11.9% |
| 30D | +26.4% | +1.0% | +25.5% | +26.4% |
| 3M | +2.8% | +2.5% | +0.3% | +2.9% |
| 6M | +15.5% | +8.0% | +7.4% | +15.7% |
| YTD | +5.5% | -7.3% | +12.8% | +6.8% |
| 1Y | -4.6% | +4.7% | -9.2% | -3.7% |
| All | -4.6% | +5.4% | -10.0% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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