-4.6%
HD vs CB
+34.9%
-39.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.1% | +4.4% | +5.8% |
| 7D | +11.9% | +5.3% | +6.7% | +10.3% |
| 30D | +26.4% | +13.2% | +13.2% | +22.7% |
| 3M | +2.8% | +7.8% | -4.9% | +0.7% |
| 6M | +15.5% | +15.8% | -0.3% | +11.1% |
| YTD | +5.5% | +21.0% | -15.4% | +1.1% |
| 1Y | -4.6% | +32.2% | -36.8% | -14.2% |
| All | -4.6% | +34.9% | -39.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 1y: compounded portfolio wealth divided by compounded CB 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…
1y analysis · Full analysis span regression · 6 months rolling