+7.8%
HD vs MP
-13.9%
+21.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | -1.1% |
| 7D | +6.4% | -19.0% | +25.3% | +7.9% |
| 30D | +22.1% | -30.5% | +52.5% | +25.2% |
| 3M | -0.2% | -29.6% | +29.4% | +2.1% |
| 6M | +12.6% | -50.4% | +63.0% | +17.7% |
| YTD | +3.9% | -33.2% | +37.1% | +5.1% |
| 1Y | -3.7% | -38.6% | +34.8% | -2.4% |
| 3Y | +27.9% | +105.5% | -77.6% | +3.9% |
| 5Y | +7.8% | -7.8% | +15.7% | -4.0% |
| All | +7.8% | -13.9% | +21.8% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling