+31,139.8%
HD vs CAH
+15,076.3%
+16,063.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -2.1% | +5.4% | -7.4% | -3.5% |
| 30D | -8.4% | +3.3% | -11.7% | -9.3% |
| 3M | +4.3% | +22.8% | -18.4% | -1.5% |
| 6M | -11.1% | +11.3% | -22.4% | -14.0% |
| YTD | -4.7% | +21.1% | -25.8% | -10.3% |
| 1Y | -19.8% | +67.2% | -87.0% | -31.5% |
| 3Y | +4.1% | +195.6% | -191.5% | -25.7% |
| 5Y | +10.3% | +413.8% | -403.5% | -33.7% |
| 10Y | +203.2% | +309.6% | -106.4% | +83.3% |
| All | +31,139.8% | +15,076.3% | +16,063.5% | +6,870.4% |
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