-4.6%
HD vs MTB
+27.0%
-31.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.2% | +5.4% | +5.9% |
| 7D | +11.9% | +2.0% | +9.9% | +10.9% |
| 30D | +26.4% | +2.9% | +23.5% | +24.8% |
| 3M | +2.8% | -10.7% | +13.5% | +8.1% |
| 6M | +15.5% | +6.3% | +9.1% | +12.4% |
| YTD | +5.5% | +13.8% | -8.2% | -1.4% |
| 1Y | -4.6% | +27.7% | -32.3% | -17.0% |
| All | -4.6% | +27.0% | -31.5% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling