+4.5%
HD vs MKTX
-60.6%
+65.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -3.9% | -0.2% | -3.7% | -3.9% |
| 30D | -13.1% | +0.8% | -14.0% | -13.2% |
| 3M | -3.4% | +41.1% | -44.6% | -9.0% |
| 6M | -12.6% | -9.5% | -3.0% | -11.0% |
| YTD | -9.2% | -8.7% | -0.5% | -7.9% |
| 1Y | -23.9% | -10.0% | -14.0% | -22.7% |
| 3Y | +0.4% | -24.6% | +25.1% | +2.6% |
| 5Y | +4.5% | -60.3% | +64.8% | +12.5% |
| All | +4.5% | -60.6% | +65.1% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling