+10.8%
HD vs CG
+10.1%
+0.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.4% |
| 7D | -2.1% | -4.3% | +2.3% | -0.8% |
| 30D | -8.4% | -5.1% | -3.3% | -7.1% |
| 3M | +4.3% | +8.7% | -4.3% | +1.4% |
| 6M | -11.1% | -9.2% | -1.9% | -9.2% |
| YTD | -4.7% | -18.9% | +14.2% | +0.1% |
| 1Y | -19.8% | -25.6% | +5.8% | -13.9% |
| 3Y | +4.1% | +57.3% | -53.2% | -16.9% |
| All | +10.8% | +10.1% | +0.7% | -6.7% |
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