+6.7%
HD vs CARR
+4.0%
+2.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.5% | +3.5% | -2.0% | +0.2% |
| 30D | +18.0% | +0.4% | +17.6% | +17.7% |
| 3M | +2.8% | -14.1% | +16.9% | +8.9% |
| 6M | +17.0% | -16.7% | +33.7% | +24.4% |
| YTD | +3.5% | +4.2% | -0.7% | -0.5% |
| 1Y | -2.6% | -0.2% | -2.4% | -4.8% |
| 3Y | +30.7% | +10.9% | +19.9% | +15.0% |
| All | +6.7% | +4.0% | +2.7% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling