+20.5%
HD vs CART
+39.2%
-18.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +5.2% | +0.3% | +4.9% | +5.2% |
| 30D | +20.7% | +22.4% | -1.7% | +19.2% |
| 3M | +0.8% | +15.6% | -14.8% | -0.2% |
| 6M | +12.2% | +44.9% | -32.7% | +9.8% |
| YTD | +4.2% | +30.0% | -25.8% | +2.3% |
| 1Y | -2.6% | +56.6% | -59.2% | -5.6% |
| 3Y | +30.0% | +131.9% | -101.9% | +17.4% |
| All | +20.5% | +39.2% | -18.7% | +10.8% |
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