+8.1%
HD vs CF
+116.3%
-108.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | +5.2% | +4.8% | +0.4% | +5.1% |
| 30D | +20.7% | +9.7% | +11.0% | +20.4% |
| 3M | +0.8% | +1.2% | -0.4% | +0.7% |
| 6M | +12.2% | +7.4% | +4.9% | +11.7% |
| YTD | +4.2% | +60.5% | -56.3% | -1.0% |
| 1Y | -2.6% | +50.7% | -53.3% | -7.0% |
| 3Y | +30.0% | +64.8% | -34.8% | +21.8% |
| 5Y | +8.1% | +115.8% | -107.7% | -4.6% |
| All | +8.1% | +116.3% | -108.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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