+33,950.9%
HD vs CI
+8,153.0%
+25,798.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.2% |
| 7D | +6.4% | +1.0% | +5.3% | +6.1% |
| 30D | +22.1% | +9.9% | +12.2% | +18.9% |
| 3M | -0.2% | +12.1% | -12.2% | -3.4% |
| 6M | +12.6% | +10.6% | +2.0% | +8.9% |
| YTD | +3.9% | +11.4% | -7.5% | 0.0% |
| 1Y | -3.7% | +18.8% | -22.5% | -9.1% |
| 3Y | +27.9% | +2.9% | +25.0% | +22.1% |
| 5Y | +7.8% | +54.5% | -46.7% | -9.8% |
| 10Y | +269.4% | +175.7% | +93.6% | +152.4% |
| All | +33,950.9% | +8,153.0% | +25,798.0% | +5,285.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling