+254.2%
HD vs CP
+253.8%
+0.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.0% |
| 7D | +4.3% | +2.8% | +1.6% | +3.0% |
| 30D | +20.2% | +10.2% | +10.0% | +14.5% |
| 3M | -1.0% | +2.4% | -3.4% | -2.2% |
| 6M | +7.9% | +7.7% | +0.2% | +3.7% |
| YTD | +2.0% | +26.0% | -24.0% | -10.0% |
| 1Y | -4.3% | +34.6% | -38.9% | -18.3% |
| 3Y | +25.9% | +26.7% | -0.7% | +8.8% |
| 5Y | +5.8% | +24.9% | -19.1% | -9.7% |
| All | +254.2% | +253.8% | +0.4% | +86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling