+868.6%
MSFT vs HD
+204.3%
+664.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | 0.0% |
| 7D | -1.4% | -1.2% | -0.2% | -0.8% |
| 30D | -1.0% | -11.1% | +10.1% | +5.2% |
| 3M | +20.2% | +2.0% | +18.2% | +18.0% |
| 6M | +21.3% | -10.5% | +31.7% | +26.9% |
| YTD | +2.8% | -6.9% | +9.6% | +4.7% |
| 1Y | 0.0% | -23.2% | +23.1% | +13.0% |
| 3Y | +51.2% | +3.1% | +48.2% | +38.8% |
| 5Y | +71.4% | +7.4% | +64.0% | +49.4% |
| 10Y | +868.6% | +205.0% | +663.6% | +382.1% |
| All | +868.6% | +204.3% | +664.3% | +382.1% |
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