+248.6%
HD vs CNC
+177.3%
+71.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | +1.5% | +2.2% | -0.7% | +1.1% |
| 30D | +18.0% | +1.6% | +16.4% | +17.5% |
| 3M | +2.8% | +7.9% | -5.1% | +1.1% |
| 6M | +17.0% | +21.2% | -4.2% | +12.1% |
| YTD | +3.5% | +73.2% | -69.7% | -8.6% |
| 1Y | -2.6% | +97.5% | -100.1% | -16.4% |
| 3Y | +30.7% | -1.2% | +31.9% | +24.3% |
| 5Y | +6.2% | -6.1% | +12.3% | +0.4% |
| All | +248.6% | +177.3% | +71.2% | +192.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling