+5.8%
HD vs CAPR
+142.6%
-136.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.5% | -1.9% |
| 7D | +4.3% | +41.1% | -36.7% | +3.9% |
| 30D | +20.2% | +11.1% | +9.1% | +20.0% |
| 3M | -1.0% | +115.3% | -116.3% | -2.0% |
| 6M | +7.9% | -73.8% | +81.7% | +8.5% |
| YTD | +2.0% | -68.8% | +70.8% | +2.3% |
| 1Y | -4.3% | +43.3% | -47.6% | -8.0% |
| 3Y | +25.9% | +214.7% | -188.8% | +9.8% |
| All | +5.8% | +142.6% | -136.8% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling