+245.3%
HD vs CFG
+224.4%
+20.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | +20.9% | +3.1% | +17.8% | +19.8% |
| 3M | -0.2% | -9.7% | +9.5% | +3.0% |
| 6M | +14.5% | +6.7% | +7.8% | +12.0% |
| YTD | +4.3% | +15.2% | -10.9% | -0.6% |
| 1Y | -3.5% | +28.8% | -32.2% | -11.2% |
| 3Y | +30.1% | +190.1% | -159.9% | -9.4% |
| 5Y | +8.5% | +63.4% | -54.9% | -12.1% |
| 10Y | +245.3% | +219.8% | +25.5% | +116.5% |
| All | +245.3% | +224.4% | +20.8% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling