-2.6%
HD vs MTB
+22.1%
-24.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +5.2% | -0.7% | +5.9% | +5.6% |
| 30D | +20.7% | +1.4% | +19.3% | +20.0% |
| 3M | +0.8% | -11.6% | +12.4% | +6.7% |
| 6M | +12.2% | +5.4% | +6.8% | +9.7% |
| YTD | +4.2% | +11.7% | -7.5% | -2.1% |
| 1Y | -2.6% | +20.5% | -23.1% | -12.9% |
| All | -2.6% | +22.1% | -24.7% | -12.9% |
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 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