+1,194.5%
HD vs MKTX
+1,446.2%
-251.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.1% |
| 30D | -8.4% | +1.1% | -9.5% | -8.6% |
| 3M | +4.3% | +36.1% | -31.8% | -3.5% |
| 6M | -11.1% | -12.9% | +1.7% | -9.6% |
| YTD | -4.7% | -8.5% | +3.8% | -4.3% |
| 1Y | -19.8% | -7.5% | -12.3% | -19.8% |
| 3Y | +4.1% | -28.3% | +32.4% | +7.3% |
| 5Y | +10.3% | -63.3% | +73.6% | +29.3% |
| 10Y | +203.2% | +4.5% | +198.7% | +172.5% |
| All | +1,194.5% | +1,446.2% | -251.7% | +429.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling