+593.1%
MA vs HD
+241.0%
+352.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +1.3% | +1.5% | -0.2% | +0.4% |
| 30D | +9.6% | +18.0% | -8.4% | +0.1% |
| 3M | +16.8% | +2.8% | +14.0% | +14.6% |
| 6M | +35.2% | +17.0% | +18.2% | +22.9% |
| YTD | +16.6% | +3.5% | +13.0% | +12.3% |
| 1Y | +19.8% | -2.6% | +22.4% | +19.2% |
| 3Y | +70.7% | +30.7% | +40.0% | +38.3% |
| 5Y | +87.4% | +6.2% | +81.2% | +68.5% |
| All | +593.1% | +241.0% | +352.1% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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