-2.6%
HD vs CI
+18.7%
-21.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.2% |
| 7D | +5.2% | +2.6% | +2.6% | +4.6% |
| 30D | +20.7% | +7.3% | +13.4% | +19.5% |
| 3M | +0.8% | +9.5% | -8.7% | -0.5% |
| 6M | +12.2% | +6.4% | +5.8% | +10.9% |
| YTD | +4.2% | +12.0% | -7.8% | +0.9% |
| 1Y | -2.6% | +20.1% | -22.6% | -9.5% |
| All | -2.6% | +18.7% | -21.3% | -9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling