-19.8%
HD vs CNC
+129.2%
-149.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +0.9% |
| 7D | -2.1% | +3.5% | -5.6% | -2.1% |
| 30D | -8.4% | +0.1% | -8.5% | -8.4% |
| 3M | +4.3% | +6.9% | -2.6% | +4.3% |
| 6M | -11.1% | +49.0% | -60.1% | -11.6% |
| YTD | -4.7% | +62.9% | -67.6% | -5.8% |
| 1Y | -19.8% | +134.0% | -153.8% | -22.4% |
| All | -19.8% | +129.2% | -149.0% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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