+208.5%
HD vs CB
+219.1%
-10.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.8% |
| 7D | -2.1% | +0.5% | -2.5% | -2.3% |
| 30D | -8.4% | -3.1% | -5.3% | -7.2% |
| 3M | +4.3% | +9.0% | -4.6% | +0.1% |
| 6M | -11.1% | +2.9% | -14.0% | -12.7% |
| YTD | -4.7% | +10.1% | -14.8% | -9.3% |
| 1Y | -19.8% | +22.8% | -42.6% | -27.5% |
| 3Y | +4.1% | +73.8% | -69.7% | -21.2% |
| 5Y | +10.3% | +99.2% | -88.9% | -23.1% |
| All | +208.5% | +219.1% | -10.6% | +70.3% |
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