+553.1%
MA vs HD
+257.8%
+295.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | +0.5% |
| 7D | +2.3% | +4.3% | -2.0% | -0.1% |
| 30D | +14.7% | +20.2% | -5.5% | +3.7% |
| 3M | +13.5% | -1.0% | +14.5% | +13.7% |
| 6M | +33.1% | +7.9% | +25.2% | +26.5% |
| YTD | +15.1% | +2.0% | +13.1% | +11.8% |
| 1Y | +18.7% | -4.3% | +23.0% | +19.4% |
| 3Y | +72.1% | +25.9% | +46.1% | +42.5% |
| 5Y | +92.8% | +5.8% | +87.0% | +73.5% |
| All | +553.1% | +257.8% | +295.3% | +201.9% |
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