+5,367.5%
HD vs CB
+6,559.4%
-1,191.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.6% |
| 7D | -2.1% | +0.5% | -2.5% | -2.2% |
| 30D | -8.4% | -3.1% | -5.3% | -7.4% |
| 3M | +4.3% | +9.0% | -4.6% | +0.8% |
| 6M | -11.1% | +2.9% | -14.0% | -12.4% |
| YTD | -4.7% | +10.1% | -14.8% | -8.4% |
| 1Y | -19.8% | +22.8% | -42.6% | -26.1% |
| 3Y | +4.1% | +73.8% | -69.7% | -16.3% |
| 5Y | +10.3% | +99.2% | -88.9% | -16.3% |
| 10Y | +203.2% | +218.2% | -15.1% | +89.8% |
| All | +5,367.5% | +6,559.4% | -1,191.9% | +1,243.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling