+10.8%
HD vs MNST
+80.0%
-69.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -2.1% | -6.5% | +4.4% | 0.0% |
| 30D | -8.4% | -7.2% | -1.2% | -6.4% |
| 3M | +4.3% | -1.0% | +5.4% | +4.5% |
| 6M | -11.1% | +11.5% | -22.6% | -14.6% |
| YTD | -4.7% | +14.3% | -19.0% | -9.2% |
| 1Y | -19.8% | +38.1% | -57.9% | -28.6% |
| 3Y | +4.1% | +55.0% | -50.9% | -12.0% |
| All | +10.8% | +80.0% | -69.2% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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