+257.9%
HD vs CI
+158.0%
+99.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.7% |
| 7D | +3.6% | +0.1% | +3.5% | +3.6% |
| 30D | +21.6% | +4.7% | +16.9% | +20.0% |
| 3M | +0.1% | +5.2% | -5.1% | -1.4% |
| 6M | +13.0% | +3.8% | +9.2% | +11.2% |
| YTD | +4.9% | +9.2% | -4.3% | +1.3% |
| 1Y | -2.1% | +14.3% | -16.3% | -6.8% |
| 3Y | +32.6% | +8.4% | +24.2% | +23.5% |
| 5Y | +8.2% | +50.0% | -41.8% | -12.5% |
| 10Y | +257.9% | +142.2% | +115.7% | +162.9% |
| All | +257.9% | +158.0% | +99.9% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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