-3.5%
HD vs CP
+32.8%
-36.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.2% | -0.7% | -0.5% | -0.8% |
| 30D | +20.9% | +9.6% | +11.2% | +15.6% |
| 3M | -0.2% | +2.2% | -2.4% | -1.5% |
| 6M | +14.5% | +11.1% | +3.4% | +8.4% |
| YTD | +4.3% | +28.2% | -23.9% | -6.8% |
| 1Y | -3.5% | +32.2% | -35.6% | -16.8% |
| All | -3.5% | +32.8% | -36.3% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling