+8.2%
HD vs CAH
+501.6%
-493.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.7% |
| 7D | +3.6% | +7.8% | -4.3% | +2.2% |
| 30D | +21.6% | +15.5% | +6.1% | +18.6% |
| 3M | +0.1% | +16.3% | -16.2% | -2.5% |
| 6M | +13.0% | +50.0% | -37.0% | +5.8% |
| YTD | +4.9% | +34.7% | -29.8% | -0.5% |
| 1Y | -2.1% | +35.9% | -38.0% | -7.3% |
| 3Y | +32.6% | +178.5% | -145.9% | +6.7% |
| 5Y | +8.2% | +515.7% | -507.4% | -31.8% |
| All | +8.2% | +501.6% | -493.4% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling