+30.0%
HD vs CFG
+187.2%
-157.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +5.2% | +0.7% | +4.5% | +5.0% |
| 30D | +20.7% | +2.8% | +17.9% | +19.8% |
| 3M | +0.8% | -10.1% | +10.9% | +4.0% |
| 6M | +12.2% | +3.2% | +9.0% | +11.0% |
| YTD | +4.2% | +14.2% | -10.0% | -0.2% |
| 1Y | -2.6% | +27.4% | -30.0% | -9.7% |
| 3Y | +30.0% | +187.6% | -157.6% | -10.7% |
| All | +30.0% | +187.2% | -157.2% | -10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling