-10.0%
CRM vs HD
-3.1%
-6.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.5% | -4.3% | +2.0% |
| 7D | -6.2% | +11.9% | -18.1% | -6.5% |
| 30D | -1.2% | +26.4% | -27.6% | -1.6% |
| 3M | +19.1% | +2.8% | +16.3% | +18.4% |
| 6M | +23.0% | +15.5% | +7.5% | +23.5% |
| YTD | -13.7% | +5.5% | -19.2% | -13.9% |
| 1Y | -10.0% | -4.6% | -5.4% | -6.6% |
| All | -10.0% | -3.1% | -6.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling