+9.7%
CRM vs HD
+0.3%
+9.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | -0.1% |
| 7D | -8.1% | -3.9% | -4.2% | -7.1% |
| 30D | +23.1% | -13.1% | +36.2% | +27.9% |
| 3M | +42.5% | -3.4% | +46.0% | +43.6% |
| 6M | +25.3% | -12.6% | +37.9% | +30.3% |
| YTD | -7.8% | -9.2% | +1.4% | -6.1% |
| 1Y | +1.0% | -23.9% | +25.0% | +11.3% |
| All | +9.7% | +0.3% | +9.5% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling