+210.2%
HD vs MTB
+172.8%
+37.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -1.8% | +1.1% | -2.9% | -2.1% |
| 30D | -10.8% | -4.6% | -6.2% | -9.6% |
| 3M | -2.7% | +6.3% | -8.9% | -4.4% |
| 6M | -10.3% | +15.6% | -25.9% | -14.1% |
| YTD | -7.8% | +20.6% | -28.4% | -13.0% |
| 1Y | -23.1% | +22.5% | -45.7% | -27.9% |
| 3Y | +2.0% | +114.4% | -112.4% | -20.2% |
| 5Y | +6.2% | +101.9% | -95.7% | -17.3% |
| 10Y | +210.2% | +170.4% | +39.7% | +104.9% |
| All | +210.2% | +172.8% | +37.3% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling