+22.0%
HD vs CART
+41.0%
-19.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +5.0% | +6.4% |
| 7D | +11.9% | +1.4% | +10.6% | +11.8% |
| 30D | +26.4% | +29.7% | -3.2% | +24.4% |
| 3M | +2.8% | +29.7% | -26.9% | +1.1% |
| 6M | +15.5% | +36.8% | -21.3% | +13.2% |
| YTD | +5.5% | +31.7% | -26.1% | +3.6% |
| 1Y | -4.6% | +62.4% | -67.0% | -7.8% |
| 3Y | +29.9% | +120.1% | -90.2% | +17.8% |
| All | +22.0% | +41.0% | -19.0% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling