+7.4%
HD vs MTB
+102.5%
-95.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.1% |
| 7D | -1.2% | +2.8% | -3.9% | -2.0% |
| 30D | -11.1% | -4.2% | -7.0% | -10.0% |
| 3M | +2.0% | +7.8% | -5.8% | -0.3% |
| 6M | -10.5% | +14.8% | -25.3% | -14.1% |
| YTD | -6.9% | +20.8% | -27.6% | -12.2% |
| 1Y | -23.2% | +23.1% | -46.3% | -28.1% |
| 3Y | +3.1% | +114.8% | -111.8% | -19.5% |
| 5Y | +7.4% | +103.3% | -95.9% | -14.0% |
| All | +7.4% | +102.5% | -95.1% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling