+124.8%
HD vs CARR
+421.5%
-296.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.5% | +0.6% |
| 7D | -3.8% | -3.8% | -0.1% | -2.8% |
| 30D | -9.4% | -8.9% | -0.5% | -7.2% |
| 3M | -4.6% | -17.3% | +12.7% | +0.1% |
| 6M | -10.1% | -1.4% | -8.7% | -10.5% |
| YTD | -8.3% | +10.0% | -18.3% | -11.5% |
| 1Y | -25.0% | -6.4% | -18.7% | -24.6% |
| 3Y | +1.5% | +1.5% | 0.0% | -1.7% |
| 5Y | +5.6% | +9.3% | -3.7% | -3.6% |
| All | +124.8% | +421.5% | -296.7% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling