+34,084.2%
HD vs CAH
+16,974.4%
+17,109.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | 0.0% |
| 7D | -1.2% | +5.9% | -7.1% | -2.8% |
| 30D | +20.9% | +16.5% | +4.3% | +15.9% |
| 3M | -0.2% | +15.7% | -15.9% | -4.2% |
| 6M | +14.5% | +52.7% | -38.2% | +1.6% |
| YTD | +4.3% | +36.3% | -32.0% | -5.1% |
| 1Y | -3.5% | +36.7% | -40.2% | -12.3% |
| 3Y | +30.1% | +178.2% | -148.0% | -5.2% |
| 5Y | +8.5% | +515.8% | -507.3% | -38.0% |
| 10Y | +245.3% | +411.8% | -166.6% | +96.7% |
| All | +34,084.2% | +16,974.4% | +17,109.8% | +7,279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling