+20.1%
HD vs CART
+37.6%
-17.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.4% |
| 7D | +6.4% | +1.2% | +5.2% | +6.3% |
| 30D | +22.1% | +27.1% | -5.0% | +20.2% |
| 3M | -0.2% | +27.4% | -27.6% | -1.7% |
| 6M | +12.6% | +32.1% | -19.5% | +10.6% |
| YTD | +3.9% | +28.5% | -24.6% | +2.1% |
| 1Y | -3.7% | +58.8% | -62.5% | -6.9% |
| 3Y | +27.9% | +114.8% | -86.9% | +16.2% |
| All | +20.1% | +37.6% | -17.5% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling