+208.5%
HD vs MSCI
+624.4%
-415.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.1% | +0.4% | -2.4% | -2.2% |
| 30D | -8.4% | +0.6% | -9.0% | -8.7% |
| 3M | +4.3% | -7.1% | +11.4% | +6.7% |
| 6M | -11.1% | +0.8% | -12.0% | -12.4% |
| YTD | -4.7% | +1.0% | -5.7% | -6.8% |
| 1Y | -19.8% | +4.3% | -24.1% | -23.0% |
| 3Y | +4.1% | +9.9% | -5.8% | -4.8% |
| 5Y | +10.3% | -6.8% | +17.1% | +4.9% |
| All | +208.5% | +624.4% | -415.9% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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