+10.8%
HD vs CNP
+73.1%
-62.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -2.1% | +1.1% | -3.1% | -2.5% |
| 30D | -8.4% | -1.8% | -6.6% | -7.9% |
| 3M | +4.3% | -4.6% | +9.0% | +6.0% |
| 6M | -11.1% | -8.8% | -2.3% | -8.3% |
| YTD | -4.7% | +5.2% | -9.9% | -7.0% |
| 1Y | -19.8% | +8.3% | -28.1% | -22.7% |
| 3Y | +4.1% | +54.9% | -50.8% | -14.3% |
| All | +10.8% | +73.1% | -62.3% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling