+399.9%
HD vs CFG
+351.2%
+48.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -0.6% |
| 7D | +6.4% | -2.2% | +8.5% | +7.1% |
| 30D | +22.1% | +0.4% | +21.7% | +22.0% |
| 3M | -0.2% | -12.6% | +12.4% | +4.0% |
| 6M | +12.6% | +0.6% | +12.0% | +12.2% |
| YTD | +3.9% | +12.4% | -8.5% | -0.2% |
| 1Y | -3.7% | +27.7% | -31.4% | -11.1% |
| 3Y | +27.9% | +172.4% | -144.5% | -8.8% |
| 5Y | +7.8% | +64.0% | -56.1% | -12.5% |
| 10Y | +269.4% | +252.8% | +16.5% | +110.7% |
| All | +399.9% | +351.2% | +48.7% | +159.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling