-0.8%
CRM vs HD
+4.6%
-5.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -4.4% | -3.8% | -0.6% | -2.7% |
| 30D | +28.1% | -9.4% | +37.6% | +33.9% |
| 3M | +48.8% | -4.6% | +53.4% | +51.4% |
| 6M | +28.3% | -10.1% | +38.3% | +33.3% |
| YTD | -6.0% | -8.3% | +2.3% | -3.9% |
| 1Y | +1.4% | -25.0% | +26.5% | +16.0% |
| 3Y | +11.8% | +1.5% | +10.3% | +4.0% |
| All | -0.8% | +4.6% | -5.5% | -10.7% |
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 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