+8.1%
HD vs MP
-13.8%
+21.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.0% | -0.8% | +2.0% |
| 7D | +5.2% | -3.6% | +8.8% | +5.4% |
| 30D | +20.7% | -21.0% | +41.7% | +22.7% |
| 3M | +0.8% | -33.3% | +34.1% | +3.6% |
| 6M | +12.2% | -45.9% | +58.1% | +16.6% |
| YTD | +4.2% | -27.8% | +32.1% | +4.8% |
| 1Y | -2.6% | -43.2% | +40.6% | -0.3% |
| 3Y | +30.0% | +144.0% | -114.0% | +3.1% |
| 5Y | +8.1% | -6.1% | +14.2% | -4.1% |
| All | +8.1% | -13.8% | +21.9% | -4.1% |
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