+133.8%
HD vs CARR
+441.9%
-308.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +0.7% |
| 7D | -2.1% | +1.6% | -3.6% | -2.5% |
| 30D | -8.4% | -8.7% | +0.3% | -6.2% |
| 3M | +4.3% | -12.6% | +16.9% | +7.8% |
| 6M | -11.1% | -1.5% | -9.6% | -11.5% |
| YTD | -4.7% | +14.3% | -19.0% | -8.9% |
| 1Y | -19.8% | -4.6% | -15.2% | -19.8% |
| 3Y | +4.1% | +7.3% | -3.2% | -0.7% |
| 5Y | +10.3% | +11.6% | -1.3% | -0.1% |
| All | +133.8% | +441.9% | -308.1% | +100.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling