-4.6%
HD vs CGNX
+31.4%
-36.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -8.7% | +15.2% | +6.8% |
| 7D | +11.9% | -9.2% | +21.1% | +12.2% |
| 30D | +26.4% | -17.6% | +44.0% | +27.5% |
| 3M | +2.8% | -25.7% | +28.5% | +4.4% |
| 6M | +15.5% | -5.5% | +21.0% | +14.7% |
| YTD | +5.5% | +48.1% | -42.6% | +1.3% |
| 1Y | -4.6% | +33.5% | -38.1% | -5.4% |
| All | -4.6% | +31.4% | -36.0% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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