+453.1%
GH vs CART
+111.7%
+341.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.4% | -6.6% | -8.7% |
| 7D | -17.2% | +1.2% | -18.4% | -17.3% |
| 30D | -10.1% | +27.1% | -37.2% | -12.5% |
| 3M | -6.0% | +27.4% | -33.4% | -8.7% |
| 6M | +71.4% | +32.1% | +39.3% | +64.8% |
| YTD | +50.2% | +28.5% | +21.7% | +44.5% |
| 1Y | +61.4% | +58.8% | +2.6% | +50.1% |
| All | +453.1% | +111.7% | +341.4% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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