+1,350.3%
HD vs CF
+4,965.4%
-3,615.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.4% | +10.9% | +7.3% |
| 7D | +11.9% | -6.9% | +18.8% | +13.2% |
| 30D | +26.4% | -3.7% | +30.2% | +27.1% |
| 3M | +2.8% | -5.0% | +7.8% | +3.2% |
| 6M | +15.5% | -10.5% | +25.9% | +16.4% |
| YTD | +5.5% | +46.5% | -41.0% | -4.2% |
| 1Y | -4.6% | +34.8% | -39.4% | -12.1% |
| 3Y | +29.9% | +46.7% | -16.8% | +15.7% |
| 5Y | +8.4% | +112.0% | -103.6% | -13.4% |
| 10Y | +275.2% | +529.7% | -254.5% | +130.1% |
| All | +1,350.3% | +4,965.4% | -3,615.1% | +410.4% |
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