+5,793.7%
CRM vs HD
+1,436.3%
+4,357.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.3% | -1.6% | -2.5% |
| 7D | -3.5% | -1.2% | -2.3% | -2.7% |
| 30D | +29.3% | -11.1% | +40.4% | +38.9% |
| 3M | +36.8% | +2.0% | +34.8% | +33.9% |
| 6M | +23.9% | -10.5% | +34.3% | +30.1% |
| YTD | -5.5% | -6.9% | +1.4% | -3.9% |
| 1Y | -0.4% | -23.2% | +22.8% | +14.4% |
| 3Y | +12.8% | +3.1% | +9.7% | +4.0% |
| 5Y | -3.5% | +7.4% | -10.9% | -15.0% |
| 10Y | +238.4% | +205.0% | +33.4% | +39.4% |
| All | +5,793.7% | +1,436.3% | +4,357.4% | +461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling