+8.1%
HD vs CI
+53.6%
-45.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.2% |
| 7D | +5.2% | +2.6% | +2.6% | +4.7% |
| 30D | +20.7% | +7.3% | +13.4% | +19.2% |
| 3M | +0.8% | +9.5% | -8.7% | -0.9% |
| 6M | +12.2% | +6.4% | +5.8% | +10.6% |
| YTD | +4.2% | +12.0% | -7.8% | +1.4% |
| 1Y | -2.6% | +20.1% | -22.6% | -6.5% |
| 3Y | +30.0% | +9.6% | +20.4% | +24.6% |
| 5Y | +8.1% | +52.7% | -44.6% | -9.0% |
| All | +8.1% | +53.6% | -45.5% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling