+1,065.1%
HD vs CNC
+5,537.6%
-4,472.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.4% | +1.2% |
| 7D | -2.1% | +3.5% | -5.6% | -2.7% |
| 30D | -8.4% | +0.1% | -8.5% | -8.5% |
| 3M | +4.3% | +6.9% | -2.6% | +2.7% |
| 6M | -11.1% | +49.0% | -60.1% | -18.5% |
| YTD | -4.7% | +62.9% | -67.6% | -14.4% |
| 1Y | -19.8% | +134.0% | -153.8% | -33.2% |
| 3Y | +4.1% | +9.4% | -5.3% | -4.1% |
| 5Y | +10.3% | +4.1% | +6.2% | +1.2% |
| 10Y | +203.2% | +95.4% | +107.8% | +138.7% |
| All | +1,065.1% | +5,537.6% | -4,472.4% | +398.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling