+206.4%
HD vs MXL
+313.4%
-106.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +0.2% |
| 7D | -3.8% | +18.9% | -22.7% | -5.6% |
| 30D | -9.4% | +0.3% | -9.8% | -9.9% |
| 3M | -4.6% | -8.0% | +3.4% | -6.4% |
| 6M | -10.1% | +341.2% | -351.3% | -32.0% |
| YTD | -8.3% | +327.8% | -336.2% | -30.8% |
| 1Y | -25.0% | +364.9% | -389.9% | -44.6% |
| 3Y | +1.5% | +229.2% | -227.7% | -27.9% |
| 5Y | +5.6% | +42.8% | -37.2% | -16.6% |
| All | +206.4% | +313.4% | -106.9% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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