+4.5%
HD vs MRNA
-70.5%
+75.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.3% | -1.6% |
| 7D | -3.9% | -8.2% | +4.3% | -3.5% |
| 30D | -13.1% | +125.6% | -138.7% | -19.0% |
| 3M | -3.4% | +197.1% | -200.5% | -12.5% |
| 6M | -12.6% | +148.5% | -161.0% | -19.8% |
| YTD | -9.2% | +363.3% | -372.5% | -21.7% |
| 1Y | -23.9% | +462.0% | -485.9% | -35.9% |
| 3Y | +0.4% | +26.9% | -26.5% | -6.4% |
| 5Y | +4.5% | -69.6% | +74.1% | -0.8% |
| All | +4.5% | -70.5% | +75.0% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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