+205.0%
HD vs CAG
-36.5%
+241.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.0% |
| 7D | -1.2% | -5.3% | +4.1% | +0.1% |
| 30D | -11.1% | +1.0% | -12.1% | -11.4% |
| 3M | +2.0% | +17.4% | -15.3% | -2.0% |
| 6M | -10.5% | -16.8% | +6.4% | -7.0% |
| YTD | -6.9% | -6.8% | -0.1% | -5.9% |
| 1Y | -23.2% | -15.4% | -7.8% | -20.7% |
| 3Y | +3.1% | -37.1% | +40.2% | +12.4% |
| 5Y | +7.4% | -41.3% | +48.6% | +18.3% |
| 10Y | +205.0% | -35.5% | +240.5% | +218.6% |
| All | +205.0% | -36.5% | +241.5% | +218.6% |
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