+64.1%
MSFT vs HD
+5.3%
+58.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | -0.3% |
| 7D | +1.7% | +4.3% | -2.7% | +0.1% |
| 30D | +0.2% | +20.2% | -20.0% | -6.4% |
| 3M | +6.4% | -1.0% | +7.4% | +6.5% |
| 6M | +28.7% | +7.9% | +20.8% | +24.2% |
| YTD | +10.4% | +2.0% | +8.4% | +8.2% |
| 1Y | +7.6% | -4.3% | +11.9% | +8.2% |
| 3Y | +52.3% | +25.9% | +26.4% | +27.4% |
| All | +64.1% | +5.3% | +58.8% | +43.8% |
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