+1,172.5%
HD vs CAPR
-99.1%
+1,271.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.9% |
| 7D | -2.1% | -2.0% | -0.1% | -2.0% |
| 30D | -8.4% | +139.2% | -147.6% | -9.2% |
| 3M | +4.3% | -66.4% | +70.7% | +4.7% |
| 6M | -11.1% | -63.1% | +52.0% | -11.0% |
| YTD | -4.7% | -67.4% | +62.8% | -4.4% |
| 1Y | -19.8% | +58.2% | -78.1% | -22.2% |
| 3Y | +4.1% | +42.2% | -38.1% | 0.0% |
| 5Y | +10.3% | +87.3% | -76.9% | +5.3% |
| 10Y | +203.2% | -75.3% | +278.4% | +183.2% |
| All | +1,172.5% | -99.1% | +1,271.5% | +1,086.9% |
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