-2.6%
HD vs CAPR
+63.5%
-66.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.1% | +0.2% |
| 7D | +1.5% | +5.9% | -4.4% | +1.5% |
| 30D | +18.0% | +44.6% | -26.6% | +17.8% |
| 3M | +2.8% | +126.4% | -123.6% | +2.4% |
| 6M | +17.0% | -68.6% | +85.5% | +17.1% |
| YTD | +3.5% | -67.0% | +70.5% | +3.6% |
| 1Y | -2.6% | +65.2% | -67.7% | -4.0% |
| All | -2.6% | +63.5% | -66.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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