+1,210.0%
HD vs CF
+5,948.3%
-4,738.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.2% | +1.5% |
| 7D | -2.1% | +6.0% | -8.1% | -3.1% |
| 30D | -8.4% | +14.8% | -23.3% | -10.8% |
| 3M | +4.3% | +14.1% | -9.7% | +1.5% |
| 6M | -11.1% | +28.5% | -39.7% | -16.7% |
| YTD | -4.7% | +74.9% | -79.6% | -15.8% |
| 1Y | -19.8% | +61.7% | -81.5% | -28.3% |
| 3Y | +4.1% | +80.3% | -76.2% | -10.4% |
| 5Y | +10.3% | +226.0% | -215.7% | -18.8% |
| 10Y | +203.2% | +569.9% | -366.7% | +84.1% |
| All | +1,210.0% | +5,948.3% | -4,738.3% | +348.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling