+238.9%
CRM vs HD
+211.5%
+27.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | -4.4% | -3.8% | -0.6% | -2.3% |
| 30D | +28.1% | -9.4% | +37.6% | +35.1% |
| 3M | +48.8% | -4.6% | +53.4% | +52.0% |
| 6M | +28.3% | -10.1% | +38.3% | +33.8% |
| YTD | -6.0% | -8.3% | +2.3% | -3.6% |
| 1Y | +1.4% | -25.0% | +26.5% | +17.1% |
| 3Y | +11.8% | +1.5% | +10.3% | +4.4% |
| 5Y | -2.0% | +5.6% | -7.6% | -12.6% |
| All | +238.9% | +211.5% | +27.4% | +64.5% |
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