+1,287.0%
HD vs CAPR
-99.1%
+1,386.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.0% | -1.5% |
| 7D | +6.4% | +29.7% | -23.3% | +6.1% |
| 30D | +22.1% | +11.0% | +11.1% | +21.9% |
| 3M | -0.2% | +118.8% | -119.0% | -1.0% |
| 6M | +12.6% | -73.9% | +86.5% | +13.1% |
| YTD | +3.9% | -70.2% | +74.1% | +4.2% |
| 1Y | -3.7% | +38.3% | -42.0% | -6.5% |
| 3Y | +27.9% | +199.7% | -171.8% | +22.1% |
| 5Y | +7.8% | +130.6% | -122.7% | +2.7% |
| 10Y | +269.4% | -68.5% | +337.9% | +244.9% |
| All | +1,287.0% | -99.1% | +1,386.1% | +1,193.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling