-25.0%
HD vs MXL
+366.1%
-391.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.5% | -6.5% | +1.1% |
| 7D | -3.8% | +18.9% | -22.7% | -3.7% |
| 30D | -9.4% | +0.3% | -9.8% | -9.4% |
| 3M | -4.6% | -8.0% | +3.4% | -4.7% |
| 6M | -10.1% | +341.2% | -351.3% | -15.3% |
| YTD | -8.3% | +327.8% | -336.2% | -13.6% |
| 1Y | -25.0% | +364.9% | -389.9% | -30.6% |
| All | -25.0% | +366.1% | -391.1% | -30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling