+7.8%
HD vs MS
+110.9%
-103.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | +0.4% |
| 7D | +6.4% | -3.4% | +9.8% | +7.6% |
| 30D | +22.1% | -3.9% | +26.0% | +23.5% |
| 3M | -0.2% | -15.9% | +15.7% | +5.5% |
| 6M | +12.6% | -2.5% | +15.1% | +12.2% |
| YTD | +3.9% | +5.1% | -1.2% | +0.1% |
| 1Y | -3.7% | +13.0% | -16.7% | -9.9% |
| 3Y | +27.9% | +160.7% | -132.8% | -18.7% |
| 5Y | +7.8% | +114.0% | -106.2% | -27.7% |
| All | +7.8% | +110.9% | -103.1% | -27.7% |
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