+5.8%
HD vs MS
+111.6%
-105.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | +4.3% | -1.6% | +5.9% | +4.9% |
| 30D | +20.2% | -3.8% | +24.0% | +21.6% |
| 3M | -1.0% | -14.6% | +13.6% | +4.1% |
| 6M | +7.9% | -5.1% | +13.0% | +8.5% |
| YTD | +2.0% | +4.5% | -2.5% | -1.6% |
| 1Y | -4.3% | +13.5% | -17.8% | -10.7% |
| 3Y | +25.9% | +160.4% | -134.5% | -20.0% |
| All | +5.8% | +111.6% | -105.8% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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