+25.9%
HD vs CAG
-34.1%
+60.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | +4.3% | +5.8% | -1.5% | +2.9% |
| 30D | +20.2% | +16.4% | +3.8% | +15.9% |
| 3M | -1.0% | +3.8% | -4.8% | -2.3% |
| 6M | +7.9% | +10.8% | -2.9% | +4.9% |
| YTD | +2.0% | -5.8% | +7.8% | +2.4% |
| 1Y | -4.3% | -2.4% | -1.9% | -4.4% |
| 3Y | +25.9% | -33.4% | +59.4% | +25.9% |
| All | +25.9% | -34.1% | +60.0% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling