+6.2%
HD vs MXL
+34.9%
-28.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.6% | -1.5% |
| 7D | -1.8% | +19.0% | -20.8% | -2.8% |
| 30D | -10.8% | +4.5% | -15.3% | -11.3% |
| 3M | -2.7% | -1.5% | -1.2% | -4.3% |
| 6M | -10.3% | +348.6% | -358.9% | -26.0% |
| YTD | -7.8% | +310.3% | -318.1% | -23.5% |
| 1Y | -23.1% | +344.7% | -367.9% | -37.2% |
| 3Y | +2.0% | +211.2% | -209.2% | -18.9% |
| 5Y | +6.2% | +34.8% | -28.6% | -3.3% |
| All | +6.2% | +34.9% | -28.7% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling