+2.1%
HD vs CARR
+2.2%
-0.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.4% |
| 7D | -1.8% | +0.6% | -2.5% | -2.0% |
| 30D | -10.8% | -8.7% | -2.2% | -8.3% |
| 3M | -2.7% | -18.4% | +15.7% | +3.3% |
| 6M | -10.3% | -0.6% | -9.7% | -11.3% |
| YTD | -7.8% | +10.9% | -18.8% | -12.2% |
| 1Y | -23.1% | -7.3% | -15.8% | -22.8% |
| All | +2.1% | +2.2% | -0.1% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling