+247.2%
HD vs CP
+255.2%
-8.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +5.2% | +2.8% | +2.4% | +3.8% |
| 30D | +20.7% | +11.0% | +9.7% | +14.5% |
| 3M | +0.8% | +3.8% | -3.0% | -1.1% |
| 6M | +12.2% | +9.5% | +2.7% | +6.9% |
| YTD | +4.2% | +28.2% | -24.0% | -8.8% |
| 1Y | -2.6% | +33.0% | -35.5% | -16.3% |
| 3Y | +30.0% | +35.5% | -5.5% | +8.5% |
| 5Y | +8.1% | +25.8% | -17.7% | -8.0% |
| 10Y | +247.2% | +250.7% | -3.6% | +81.6% |
| All | +247.2% | +255.2% | -8.0% | +81.6% |
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