+8.1%
HD vs MSCI
+7.0%
+1.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.2% |
| 7D | +5.2% | +2.7% | +2.5% | +4.3% |
| 30D | +20.7% | +16.2% | +4.5% | +14.9% |
| 3M | +0.8% | +17.1% | -16.3% | -4.5% |
| 6M | +12.2% | +13.0% | -0.8% | +6.9% |
| YTD | +4.2% | +15.8% | -11.5% | -2.4% |
| 1Y | -2.6% | +15.5% | -18.0% | -8.7% |
| 3Y | +30.0% | +32.3% | -2.3% | +12.4% |
| 5Y | +8.1% | +8.2% | -0.1% | -4.2% |
| All | +8.1% | +7.0% | +1.1% | -4.2% |
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 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