+29,941.9%
HD vs CGNX
+12,871.6%
+17,070.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.3% |
| 7D | -3.8% | +3.2% | -7.0% | -4.3% |
| 30D | -9.4% | +6.0% | -15.4% | -10.5% |
| 3M | -4.6% | +3.5% | -8.1% | -5.7% |
| 6M | -10.1% | +26.3% | -36.4% | -14.3% |
| YTD | -8.3% | +79.2% | -87.6% | -18.8% |
| 1Y | -25.0% | +43.8% | -68.8% | -31.5% |
| 3Y | +1.5% | +52.0% | -50.4% | -10.1% |
| 5Y | +5.6% | -24.0% | +29.6% | +3.4% |
| 10Y | +208.4% | +189.1% | +19.4% | +136.7% |
| All | +29,941.9% | +12,871.6% | +17,070.3% | +10,034.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling