+31.7%
HD vs CNP
+63.2%
-31.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -1.2% | -0.1% | -1.1% | -1.1% |
| 30D | +20.9% | +5.0% | +15.8% | +18.9% |
| 3M | -0.2% | +2.7% | -2.8% | -1.2% |
| 6M | +14.5% | -1.9% | +16.4% | +14.8% |
| YTD | +4.3% | +8.8% | -4.5% | +1.0% |
| 1Y | -3.5% | +5.6% | -9.1% | -5.7% |
| All | +31.7% | +63.2% | -31.5% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 3y: compounded portfolio wealth divided by compounded CNP 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…
3y analysis · Full analysis span regression · 6 months rolling