+206.4%
HD vs MRSH
+218.8%
-12.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -3.8% | -4.8% | +0.9% | -1.1% |
| 30D | -9.4% | -6.3% | -3.1% | -6.0% |
| 3M | -4.6% | +5.8% | -10.4% | -8.3% |
| 6M | -10.1% | +2.8% | -12.9% | -12.8% |
| YTD | -8.3% | -3.1% | -5.2% | -8.4% |
| 1Y | -25.0% | -11.3% | -13.8% | -21.1% |
| 3Y | +1.5% | -5.0% | +6.5% | -0.2% |
| 5Y | +5.6% | +19.2% | -13.6% | -12.7% |
| All | +206.4% | +218.8% | -12.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling