-3.5%
HD vs CAH
+36.6%
-40.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -1.2% | +5.9% | -7.1% | -2.1% |
| 30D | +20.9% | +16.5% | +4.3% | +18.2% |
| 3M | -0.2% | +15.7% | -15.9% | -2.2% |
| 6M | +14.5% | +52.7% | -38.2% | +12.5% |
| YTD | +4.3% | +36.3% | -32.0% | +2.4% |
| 1Y | -3.5% | +36.7% | -40.2% | -4.7% |
| All | -3.5% | +36.6% | -40.1% | -4.7% |
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