+4.5%
HD vs CARR
+6.4%
-1.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.7% | -0.7% |
| 7D | -3.9% | -4.1% | +0.2% | -2.3% |
| 30D | -13.1% | -11.0% | -2.2% | -9.2% |
| 3M | -3.4% | -16.4% | +12.9% | +2.9% |
| 6M | -12.6% | -2.4% | -10.2% | -13.2% |
| YTD | -9.2% | +8.4% | -17.7% | -13.9% |
| 1Y | -23.9% | -8.0% | -15.9% | -23.2% |
| 3Y | +0.4% | +0.6% | -0.1% | -6.6% |
| 5Y | +4.5% | +7.7% | -3.2% | -12.3% |
| All | +4.5% | +6.4% | -1.8% | -12.3% |
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