-4.3%
HD vs CI
+15.7%
-20.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.3% |
| 7D | +4.3% | -1.6% | +5.9% | +4.7% |
| 30D | +20.2% | +5.4% | +14.8% | +19.6% |
| 3M | -1.0% | +7.3% | -8.3% | -1.7% |
| 6M | +7.9% | +5.3% | +2.6% | +6.9% |
| YTD | +2.0% | +8.5% | -6.5% | -0.4% |
| 1Y | -4.3% | +17.1% | -21.4% | -9.9% |
| All | -4.3% | +15.7% | -20.0% | -9.9% |
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 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