+1,292.4%
HD vs CAPR
-98.9%
+1,391.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +26.5% | -26.4% | -0.1% |
| 7D | -1.2% | +25.8% | -26.9% | -1.4% |
| 30D | +20.9% | +50.2% | -29.3% | +20.4% |
| 3M | -0.2% | +185.5% | -185.7% | -1.3% |
| 6M | +14.5% | -64.8% | +79.3% | +14.7% |
| YTD | +4.3% | -61.1% | +65.4% | +4.3% |
| 1Y | -3.5% | +81.0% | -84.4% | -6.5% |
| 3Y | +30.1% | +300.7% | -270.6% | +23.9% |
| 5Y | +8.5% | +223.3% | -214.9% | +3.0% |
| 10Y | +245.3% | -58.8% | +304.0% | +221.6% |
| All | +1,292.4% | -98.9% | +1,391.3% | +1,195.6% |
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 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