+920.4%
MSFT vs HD
+272.9%
+647.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.2% | +1.3% |
| 7D | +7.5% | +3.6% | +3.9% | +5.6% |
| 30D | +1.9% | +21.6% | -19.7% | -8.2% |
| 3M | +9.2% | +0.1% | +9.1% | +8.6% |
| 6M | +31.9% | +13.0% | +18.9% | +22.0% |
| YTD | +13.4% | +4.9% | +8.5% | +8.1% |
| 1Y | +10.6% | -2.1% | +12.7% | +9.2% |
| 3Y | +54.7% | +32.6% | +22.1% | +22.0% |
| 5Y | +69.1% | +8.2% | +60.9% | +48.5% |
| 10Y | +920.4% | +257.9% | +662.5% | +385.7% |
| All | +920.4% | +272.9% | +647.5% | +385.7% |
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