+254.2%
HD vs MSCI
+789.3%
-535.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -0.9% |
| 7D | +4.3% | +2.8% | +1.5% | +3.3% |
| 30D | +20.2% | +15.4% | +4.8% | +13.7% |
| 3M | -1.0% | +13.4% | -14.4% | -5.9% |
| 6M | +7.9% | +10.9% | -3.0% | +2.7% |
| YTD | +2.0% | +13.0% | -11.0% | -4.7% |
| 1Y | -4.3% | +12.0% | -16.3% | -10.2% |
| 3Y | +25.9% | +34.1% | -8.2% | +6.1% |
| 5Y | +5.8% | +3.9% | +1.9% | -3.3% |
| All | +254.2% | +789.3% | -535.1% | +53.2% |
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