-23.1%
HD vs CAH
+61.7%
-84.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -1.8% | -2.2% | +0.4% | -1.6% |
| 30D | -10.8% | +1.2% | -12.0% | -10.9% |
| 3M | -2.7% | +13.1% | -15.8% | -3.1% |
| 6M | -10.3% | +8.5% | -18.8% | -10.7% |
| YTD | -7.8% | +17.6% | -25.4% | -8.2% |
| 1Y | -23.1% | +60.7% | -83.8% | -25.3% |
| All | -23.1% | +61.7% | -84.8% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling