+206.4%
HD vs CGNX
+193.6%
+12.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | 0.0% |
| 7D | -3.8% | +3.2% | -7.0% | -4.6% |
| 30D | -9.4% | +6.0% | -15.4% | -11.0% |
| 3M | -4.6% | +3.5% | -8.1% | -6.3% |
| 6M | -10.1% | +26.3% | -36.4% | -16.5% |
| YTD | -8.3% | +79.2% | -87.6% | -24.0% |
| 1Y | -25.0% | +43.8% | -68.8% | -34.7% |
| 3Y | +1.5% | +52.0% | -50.4% | -16.7% |
| 5Y | +5.6% | -24.0% | +29.6% | +3.3% |
| All | +206.4% | +193.6% | +12.8% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling