-23.2%
HD vs CG
-26.2%
+3.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -11.1% | -3.2% | -8.0% | -10.6% |
| 3M | +2.0% | +6.2% | -4.2% | +0.9% |
| 6M | -10.5% | -4.7% | -5.8% | -9.9% |
| YTD | -6.9% | -20.6% | +13.8% | -4.0% |
| 1Y | -23.2% | -26.4% | +3.2% | -20.1% |
| All | -23.2% | -26.2% | +3.0% | -20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling