+5.8%
HD vs MSCI
+3.6%
+2.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.1% |
| 7D | +4.3% | +2.8% | +1.5% | +3.4% |
| 30D | +20.2% | +15.4% | +4.8% | +14.6% |
| 3M | -1.0% | +13.4% | -14.4% | -5.2% |
| 6M | +7.9% | +10.9% | -3.0% | +3.5% |
| YTD | +2.0% | +13.0% | -11.0% | -3.7% |
| 1Y | -4.3% | +12.0% | -16.3% | -9.3% |
| 3Y | +25.9% | +34.1% | -8.2% | +8.0% |
| All | +5.8% | +3.6% | +2.2% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling