-19.8%
HD vs CFG
+40.4%
-60.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -2.1% | +1.5% | -3.6% | -2.5% |
| 30D | -8.4% | -3.8% | -4.6% | -7.4% |
| 3M | +4.3% | +11.5% | -7.1% | +0.8% |
| 6M | -11.1% | +19.2% | -30.3% | -15.6% |
| YTD | -4.7% | +23.7% | -28.4% | -10.6% |
| 1Y | -19.8% | +38.8% | -58.7% | -26.8% |
| All | -19.8% | +40.4% | -60.2% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1y: compounded portfolio wealth divided by compounded CFG 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…
1y analysis · Full analysis span regression · 6 months rolling