+8.2%
HD vs CB
+102.8%
-94.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | +3.6% | -1.5% | +5.1% | +4.2% |
| 30D | +21.6% | +6.5% | +15.0% | +19.2% |
| 3M | +0.1% | +4.1% | -4.0% | -1.2% |
| 6M | +13.0% | +14.4% | -1.4% | +7.7% |
| YTD | +4.9% | +17.5% | -12.6% | -1.0% |
| 1Y | -2.1% | +27.5% | -29.6% | -10.3% |
| 3Y | +32.6% | +71.6% | -39.0% | +7.0% |
| 5Y | +8.2% | +100.6% | -92.4% | -19.3% |
| All | +8.2% | +102.8% | -94.6% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling