+757.1%
HD vs CG
+351.2%
+405.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -14.0% |
| 3Y | +4.1% | +57.3% | -53.2% | -14.7% |
| 5Y | +10.3% | +10.2% | +0.2% | -3.0% |
| 10Y | +203.2% | +364.2% | -161.1% | +80.6% |
| All | +757.1% | +351.2% | +405.9% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling