+5.8%
HD vs CG
-22.2%
+27.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -1.7% |
| 7D | +4.3% | -1.2% | +5.5% | +4.7% |
| 30D | +20.2% | +5.0% | +15.2% | +18.5% |
| 3M | -1.0% | -18.2% | +17.2% | +4.8% |
| 6M | +7.9% | -20.7% | +28.6% | +14.8% |
| YTD | +2.0% | -31.4% | +33.4% | +12.5% |
| 1Y | -4.3% | -22.3% | +17.9% | +1.3% |
| 3Y | +25.9% | +50.2% | -24.2% | +1.0% |
| All | +5.8% | -22.2% | +27.9% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling