+5,859.5%
HD vs CB
+7,167.0%
-1,307.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | +6.4% | +2.6% | +3.8% | +5.5% |
| 30D | +22.1% | +11.2% | +10.9% | +17.6% |
| 3M | -0.2% | +5.7% | -5.9% | -2.1% |
| 6M | +12.6% | +15.9% | -3.3% | +6.5% |
| YTD | +3.9% | +20.2% | -16.2% | -3.2% |
| 1Y | -3.7% | +32.4% | -36.1% | -13.4% |
| 3Y | +27.9% | +75.5% | -47.6% | +2.7% |
| 5Y | +7.8% | +105.5% | -97.7% | -18.9% |
| 10Y | +269.4% | +258.5% | +10.8% | +122.0% |
| All | +5,859.5% | +7,167.0% | -1,307.4% | +1,320.6% |
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 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