+4.5%
HD vs MRSH
+19.1%
-14.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -3.9% | -5.9% | +2.0% | -1.3% |
| 30D | -13.1% | -7.3% | -5.8% | -10.2% |
| 3M | -3.4% | +6.7% | -10.1% | -6.5% |
| 6M | -12.6% | +3.0% | -15.5% | -14.5% |
| YTD | -9.2% | -2.9% | -6.3% | -9.1% |
| 1Y | -23.9% | -9.0% | -15.0% | -21.5% |
| 3Y | +0.4% | -4.3% | +4.8% | -1.6% |
| 5Y | +4.5% | +19.4% | -14.9% | -12.1% |
| All | +4.5% | +19.1% | -14.6% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling