+254.2%
HD vs CB
+248.0%
+6.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | -0.1% | -1.1% |
| 7D | +4.3% | +0.2% | +4.1% | +4.3% |
| 30D | +20.2% | +9.1% | +11.1% | +15.9% |
| 3M | -1.0% | +3.4% | -4.4% | -2.4% |
| 6M | +7.9% | +14.1% | -6.2% | +1.5% |
| YTD | +2.0% | +18.0% | -16.0% | -5.7% |
| 1Y | -4.3% | +30.1% | -34.4% | -15.4% |
| 3Y | +25.9% | +71.8% | -45.8% | -3.7% |
| 5Y | +5.8% | +101.8% | -96.0% | -26.3% |
| All | +254.2% | +248.0% | +6.2% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling