+206.4%
HD vs MKTX
+5.0%
+201.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | -9.4% | +0.7% | -10.2% | -9.6% |
| 3M | -4.6% | +40.8% | -45.4% | -12.0% |
| 6M | -10.1% | -8.0% | -2.1% | -9.1% |
| YTD | -8.3% | -8.7% | +0.4% | -7.4% |
| 1Y | -25.0% | -11.8% | -13.2% | -23.8% |
| 3Y | +1.5% | -24.0% | +25.6% | +3.7% |
| 5Y | +5.6% | -60.3% | +65.9% | +23.6% |
| All | +206.4% | +5.0% | +201.4% | +202.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling