+73.1%
MA vs HD
+10.1%
+63.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | -2.7% | -2.1% | -0.7% | -1.9% |
| 30D | +1.5% | -8.4% | +9.9% | +5.2% |
| 3M | +20.4% | +4.3% | +16.1% | +17.9% |
| 6M | +11.1% | -11.1% | +22.3% | +16.1% |
| YTD | +2.0% | -4.7% | +6.6% | +2.9% |
| 1Y | -2.2% | -19.8% | +17.7% | +6.6% |
| 3Y | +41.9% | +4.1% | +37.8% | +33.9% |
| All | +73.1% | +10.1% | +63.0% | +46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling