+6.7%
HD vs MSI
+124.3%
-117.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | +1.5% | +3.2% | -1.7% | +0.2% |
| 30D | +18.0% | +17.6% | +0.4% | +10.5% |
| 3M | +2.8% | +14.5% | -11.7% | -2.8% |
| 6M | +17.0% | +34.3% | -17.3% | +3.2% |
| YTD | +3.5% | +39.7% | -36.2% | -11.0% |
| 1Y | -2.6% | +40.2% | -42.7% | -16.4% |
| 3Y | +30.7% | +77.1% | -46.4% | -3.6% |
| All | +6.7% | +124.3% | -117.6% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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