+34,289.6%
HD vs MTB
+7,695.2%
+26,594.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.0% |
| 7D | +3.6% | -0.8% | +4.4% | +3.9% |
| 30D | +21.6% | +2.4% | +19.1% | +20.6% |
| 3M | +0.1% | -10.5% | +10.6% | +4.3% |
| 6M | +13.0% | +6.4% | +6.6% | +10.4% |
| YTD | +4.9% | +12.8% | -7.9% | +0.1% |
| 1Y | -2.1% | +23.3% | -25.3% | -9.6% |
| 3Y | +32.6% | +108.2% | -75.7% | -1.5% |
| 5Y | +8.2% | +68.6% | -60.3% | -15.9% |
| 10Y | +257.9% | +125.3% | +132.6% | +124.9% |
| All | +34,289.6% | +7,695.2% | +26,594.3% | +4,751.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling