+31.7%
HD vs MP
+147.3%
-115.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | +0.1% |
| 7D | -1.2% | +2.3% | -3.4% | -1.3% |
| 30D | +20.9% | -15.3% | +36.2% | +21.5% |
| 3M | -0.2% | -33.5% | +33.3% | +1.2% |
| 6M | +14.5% | -45.5% | +60.0% | +16.6% |
| YTD | +4.3% | -27.3% | +31.6% | +4.6% |
| 1Y | -3.5% | -40.7% | +37.2% | -2.5% |
| All | +31.7% | +147.3% | -115.6% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 3y: compounded portfolio wealth divided by compounded MP 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…
3y analysis · Full analysis span regression · 6 months rolling