+28.3%
HD vs CL
+41.3%
-13.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.5% | -1.5% |
| 7D | +6.4% | +5.9% | +0.4% | +4.0% |
| 30D | +22.1% | +13.8% | +8.3% | +16.1% |
| 3M | -0.2% | +6.4% | -6.6% | -2.6% |
| 6M | +12.6% | +15.6% | -3.0% | +6.3% |
| YTD | +3.9% | +27.9% | -24.0% | -5.1% |
| 1Y | -3.7% | +31.4% | -35.1% | -12.9% |
| All | +28.3% | +41.3% | -13.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 3y: compounded portfolio wealth divided by compounded CL 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…
3y analysis · Full analysis span regression · 6 months rolling