+8.5%
HD vs CNC
-6.0%
+14.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -1.2% | -7.3% | +6.1% | -0.5% |
| 30D | +20.9% | +5.2% | +15.7% | +20.3% |
| 3M | -0.2% | +8.6% | -8.8% | -1.0% |
| 6M | +14.5% | +25.1% | -10.6% | +11.9% |
| YTD | +4.3% | +71.3% | -67.0% | -1.6% |
| 1Y | -3.5% | +99.3% | -102.8% | -10.5% |
| 3Y | +30.1% | -1.9% | +32.1% | +28.9% |
| 5Y | +8.5% | -6.4% | +14.9% | +9.4% |
| All | +8.5% | -6.0% | +14.4% | +9.4% |
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 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