+13,824.2%
MA vs HD
+1,305.3%
+12,518.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.7% |
| 7D | -2.7% | -2.1% | -0.7% | -1.5% |
| 30D | +1.5% | -8.4% | +9.9% | +6.7% |
| 3M | +20.4% | +4.3% | +16.1% | +16.8% |
| 6M | +11.1% | -11.1% | +22.3% | +17.6% |
| YTD | +2.0% | -4.7% | +6.6% | +3.0% |
| 1Y | -2.2% | -19.8% | +17.7% | +9.3% |
| 3Y | +41.9% | +4.1% | +37.8% | +31.9% |
| 5Y | +75.4% | +10.3% | +65.0% | +53.1% |
| 10Y | +527.5% | +203.2% | +324.4% | +182.1% |
| All | +13,824.2% | +1,305.3% | +12,518.9% | +2,060.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling