-3.5%
HD vs CB
+28.2%
-31.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +18.5% | +7.4% | +11.1% | +16.4% |
| 3M | +2.2% | +8.6% | -6.5% | +0.1% |
| 6M | +13.8% | +16.1% | -2.3% | +9.7% |
| YTD | +3.4% | +20.2% | -16.8% | -0.3% |
| 1Y | -3.5% | +27.2% | -30.7% | -8.5% |
| All | -3.5% | +28.2% | -31.7% | -8.5% |
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