+6.1%
HD vs CB
+105.8%
-99.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.8% |
| 3M | +2.2% | +8.6% | -6.5% | -0.6% |
| 6M | +13.8% | +16.1% | -2.3% | +8.0% |
| YTD | +3.4% | +20.2% | -16.8% | -3.2% |
| 1Y | -3.5% | +27.2% | -30.7% | -11.5% |
| 3Y | +29.0% | +72.7% | -43.7% | +3.9% |
| 5Y | +6.1% | +105.9% | -99.8% | -21.6% |
| All | +6.1% | +105.8% | -99.7% | -21.6% |
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