+31,139.8%
HD vs MTB
+8,294.1%
+22,845.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -2.1% | +1.7% | -3.8% | -2.7% |
| 30D | -8.4% | -4.2% | -4.2% | -7.0% |
| 3M | +4.3% | +8.9% | -4.5% | +1.1% |
| 6M | -11.1% | +10.9% | -22.0% | -14.5% |
| YTD | -4.7% | +21.5% | -26.2% | -11.6% |
| 1Y | -19.8% | +21.9% | -41.7% | -25.8% |
| 3Y | +4.1% | +109.2% | -105.1% | -23.0% |
| 5Y | +10.3% | +102.0% | -91.7% | -20.3% |
| 10Y | +203.2% | +171.9% | +31.2% | +76.6% |
| All | +31,139.8% | +8,294.1% | +22,845.7% | +4,185.4% |
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