+247.2%
HD vs CG
+308.6%
-61.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.2% |
| 7D | +5.2% | +2.0% | +3.2% | +4.5% |
| 30D | +20.7% | +8.5% | +12.2% | +17.4% |
| 3M | +0.8% | -12.1% | +12.9% | +4.8% |
| 6M | +12.2% | -16.4% | +28.7% | +18.2% |
| YTD | +4.2% | -28.0% | +32.2% | +14.2% |
| 1Y | -2.6% | -18.9% | +16.3% | +2.4% |
| 3Y | +30.0% | +51.2% | -21.2% | +3.8% |
| 5Y | +8.1% | -15.9% | +24.0% | +2.2% |
| 10Y | +247.2% | +305.9% | -58.8% | +111.3% |
| All | +247.2% | +308.6% | -61.4% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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