+248.6%
HD vs MKTX
+12.8%
+235.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +18.0% | +0.9% | +17.1% | +17.8% |
| 3M | +2.8% | +2.6% | +0.2% | +2.3% |
| 6M | +17.0% | +20.4% | -3.5% | +11.6% |
| YTD | +3.5% | -7.1% | +10.6% | +4.3% |
| 1Y | -2.6% | -2.8% | +0.2% | -3.0% |
| 3Y | +30.7% | -21.7% | +52.5% | +33.1% |
| 5Y | +6.2% | -54.5% | +60.7% | +20.2% |
| All | +248.6% | +12.8% | +235.7% | +246.2% |
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