+257.9%
HD vs CFG
+248.3%
+9.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | 0.0% | +2.0% |
| 7D | +3.6% | +0.3% | +3.3% | +3.6% |
| 30D | +21.6% | +3.2% | +18.3% | +20.4% |
| 3M | +0.1% | -9.7% | +9.8% | +3.3% |
| 6M | +13.0% | +3.6% | +9.4% | +11.6% |
| YTD | +4.9% | +14.7% | -9.7% | +0.1% |
| 1Y | -2.1% | +29.6% | -31.6% | -10.1% |
| 3Y | +32.6% | +190.6% | -158.0% | -7.7% |
| 5Y | +8.2% | +67.1% | -58.8% | -12.9% |
| 10Y | +257.9% | +237.0% | +20.9% | +114.1% |
| All | +257.9% | +248.3% | +9.7% | +114.1% |
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