+25.9%
HD vs CART
+112.9%
-87.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +4.3% | +3.0% | +1.4% | +4.2% |
| 30D | +20.2% | +28.6% | -8.4% | +18.4% |
| 3M | -1.0% | +29.1% | -30.1% | -2.5% |
| 6M | +7.9% | +44.7% | -36.8% | +5.7% |
| YTD | +2.0% | +29.2% | -27.2% | +0.3% |
| 1Y | -4.3% | +66.2% | -70.5% | -7.5% |
| 3Y | +25.9% | +112.8% | -86.9% | +14.9% |
| All | +25.9% | +112.9% | -87.0% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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