+248.1%
HD vs MXL
+176.8%
+71.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.7% |
| 7D | -0.5% | +33.1% | -33.5% | -3.2% |
| 30D | +18.5% | -33.5% | +52.0% | +21.8% |
| 3M | +2.2% | -20.7% | +22.8% | +2.1% |
| 6M | +13.8% | -35.9% | +49.7% | +13.3% |
| YTD | +3.4% | +238.3% | -234.9% | -21.6% |
| 1Y | -3.5% | +296.2% | -299.7% | -28.9% |
| 3Y | +29.0% | +254.1% | -225.1% | -13.0% |
| 5Y | +6.1% | -14.1% | +20.2% | -10.5% |
| All | +248.1% | +176.8% | +71.3% | +84.6% |
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