+1,165.5%
HD vs CNC
+5,893.3%
-4,727.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.6% |
| 3M | +2.8% | +7.9% | -5.1% | +1.2% |
| 6M | +17.0% | +21.2% | -4.2% | +12.2% |
| YTD | +3.5% | +73.2% | -69.7% | -8.2% |
| 1Y | -2.6% | +97.5% | -100.1% | -15.8% |
| 3Y | +30.7% | -1.2% | +31.9% | +23.0% |
| 5Y | +6.2% | -6.1% | +12.3% | -0.3% |
| 10Y | +242.7% | +181.3% | +61.4% | +154.2% |
| All | +1,165.5% | +5,893.3% | -4,727.8% | +434.1% |
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