+6.2%
HD vs CNC
+2.3%
+3.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -1.8% | -4.9% | +3.1% | -1.4% |
| 30D | -10.8% | -3.8% | -7.1% | -10.6% |
| 3M | -2.7% | -3.2% | +0.6% | -2.6% |
| 6M | -10.3% | +47.9% | -58.2% | -14.0% |
| YTD | -7.8% | +55.7% | -63.5% | -12.3% |
| 1Y | -23.1% | +106.2% | -129.4% | -29.4% |
| 3Y | +2.0% | -2.1% | +4.1% | -0.2% |
| 5Y | +6.2% | +3.4% | +2.8% | +5.0% |
| All | +6.2% | +2.3% | +3.9% | +5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling