+18.7%
MA vs HD
-5.0%
+23.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | 0.0% |
| 7D | +2.3% | +4.3% | -2.0% | +1.2% |
| 30D | +14.7% | +20.2% | -5.5% | +9.9% |
| 3M | +13.5% | -1.0% | +14.5% | +13.5% |
| 6M | +33.1% | +7.9% | +25.2% | +30.6% |
| YTD | +15.1% | +2.0% | +13.1% | +12.7% |
| 1Y | +18.7% | -4.3% | +23.0% | +19.4% |
| All | +18.7% | -5.0% | +23.7% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling