+247.2%
HD vs CAG
-38.9%
+286.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +5.2% | +6.6% | -1.4% | +3.5% |
| 30D | +20.7% | +13.9% | +6.8% | +16.9% |
| 3M | +0.8% | +4.0% | -3.2% | -0.4% |
| 6M | +12.2% | +10.0% | +2.2% | +9.2% |
| YTD | +4.2% | -6.1% | +10.4% | +5.0% |
| 1Y | -2.6% | -4.3% | +1.8% | -2.3% |
| 3Y | +30.0% | -34.6% | +64.6% | +40.6% |
| 5Y | +8.1% | -39.4% | +47.5% | +18.4% |
| 10Y | +247.2% | -34.2% | +281.3% | +267.2% |
| All | +247.2% | -38.9% | +286.0% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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