+8.1%
HD vs CAPR
+151.3%
-143.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.9% | +9.3% | -0.6% |
| 7D | +5.2% | +7.6% | -2.4% | +5.1% |
| 30D | +20.7% | +13.3% | +7.4% | +20.5% |
| 3M | +0.8% | +130.4% | -129.6% | -0.3% |
| 6M | +12.2% | -70.8% | +83.0% | +12.7% |
| YTD | +4.2% | -69.3% | +73.5% | +4.5% |
| 1Y | -2.6% | +59.5% | -62.1% | -6.7% |
| 3Y | +30.0% | +216.8% | -186.8% | +13.3% |
| 5Y | +8.1% | +152.7% | -144.6% | -6.6% |
| All | +8.1% | +151.3% | -143.2% | -6.6% |
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