+913.4%
MSFT vs HD
+240.6%
+672.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.8% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | -3.8% | +18.5% | -22.3% | -12.1% |
| 3M | +6.4% | +2.2% | +4.3% | +4.7% |
| 6M | +28.8% | +13.8% | +14.9% | +18.6% |
| YTD | +8.8% | +3.4% | +5.4% | +4.5% |
| 1Y | +3.2% | -3.5% | +6.7% | +2.6% |
| 3Y | +44.8% | +29.0% | +15.8% | +16.0% |
| 5Y | +61.8% | +6.1% | +55.8% | +43.6% |
| All | +913.4% | +240.6% | +672.8% | +373.4% |
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 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