+7.8%
HD vs MOS
-31.6%
+39.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.3% | -4.8% | -2.0% |
| 7D | +6.4% | +22.5% | -16.1% | +3.5% |
| 30D | +22.1% | +6.6% | +15.4% | +20.7% |
| 3M | -0.2% | -3.8% | +3.6% | -0.1% |
| 6M | +12.6% | -2.2% | +14.8% | +12.1% |
| YTD | +3.9% | -4.8% | +8.7% | +3.1% |
| 1Y | -3.7% | -11.7% | +8.0% | -3.7% |
| 3Y | +27.9% | -26.5% | +54.4% | +28.7% |
| 5Y | +7.8% | -32.2% | +40.0% | +7.3% |
| All | +7.8% | -31.6% | +39.4% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOS.
Daily Out/Under-Performance
Portfolio return minus MOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOS 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 MOS 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