+6,350.4%
HD vs MS
+5,447.1%
+903.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.2% | +2.3% | +5.2% |
| 7D | +11.9% | +2.6% | +9.3% | +11.1% |
| 30D | +26.4% | +2.6% | +23.8% | +25.3% |
| 3M | +2.8% | -10.1% | +12.9% | +6.0% |
| 6M | +15.5% | +4.4% | +11.1% | +13.2% |
| YTD | +5.5% | +11.7% | -6.2% | +0.8% |
| 1Y | -4.6% | +20.9% | -25.5% | -11.1% |
| 3Y | +29.9% | +177.1% | -147.3% | -7.7% |
| 5Y | +8.4% | +127.7% | -119.3% | -19.0% |
| 10Y | +275.2% | +684.1% | -408.9% | +86.8% |
| All | +6,350.4% | +5,447.1% | +903.4% | +1,139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling