+5.8%
HD vs CNP
+73.6%
-67.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.5% |
| 7D | +4.3% | -4.2% | +8.5% | +5.9% |
| 30D | +20.2% | +5.5% | +14.7% | +17.5% |
| 3M | -1.0% | +0.6% | -1.6% | -1.5% |
| 6M | +7.9% | -2.8% | +10.8% | +8.7% |
| YTD | +2.0% | +7.9% | -5.9% | -1.7% |
| 1Y | -4.3% | +6.7% | -11.0% | -7.4% |
| 3Y | +25.9% | +61.1% | -35.2% | +1.0% |
| All | +5.8% | +73.6% | -67.8% | -14.7% |
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 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