-2.6%
HD vs CAPR
+47.8%
-50.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.3% | -0.6% |
| 7D | +5.2% | +7.6% | -2.4% | +5.2% |
| 30D | +20.7% | +13.3% | +7.4% | +20.6% |
| 3M | +0.8% | +130.4% | -129.6% | +0.5% |
| 6M | +12.2% | -70.8% | +83.0% | +12.4% |
| YTD | +4.2% | -69.3% | +73.5% | +4.3% |
| 1Y | -2.6% | +59.5% | -62.1% | -4.2% |
| All | -2.6% | +47.8% | -50.4% | -4.2% |
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