+33,321.4%
HD vs CNP
+1,874.4%
+31,446.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.2% |
| 7D | +4.3% | -4.2% | +8.5% | +5.2% |
| 30D | +20.2% | +5.5% | +14.7% | +18.7% |
| 3M | -1.0% | +0.6% | -1.6% | -1.2% |
| 6M | +7.9% | -2.8% | +10.7% | +8.4% |
| YTD | +2.0% | +7.9% | -5.9% | +0.1% |
| 1Y | -4.3% | +6.7% | -11.0% | -5.9% |
| 3Y | +25.9% | +61.1% | -35.2% | +12.7% |
| 5Y | +5.8% | +73.0% | -67.1% | -6.9% |
| 10Y | +262.5% | +141.9% | +120.6% | +190.9% |
| All | +33,321.4% | +1,874.4% | +31,446.9% | +12,377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling