-2.6%
HD vs CNC
+99.1%
-101.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | 0.0% |
| 7D | +1.5% | +2.2% | -0.7% | +1.4% |
| 30D | +18.0% | +1.6% | +16.4% | +17.8% |
| 3M | +2.8% | +7.9% | -5.1% | +2.6% |
| 6M | +17.0% | +21.2% | -4.2% | +16.5% |
| YTD | +3.5% | +73.2% | -69.7% | +0.6% |
| 1Y | -2.6% | +97.5% | -100.1% | -9.0% |
| All | -2.6% | +99.1% | -101.7% | -9.0% |
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