-2.6%
HD vs CP
+32.8%
-35.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +5.2% | +2.8% | +2.4% | +3.8% |
| 30D | +20.7% | +11.0% | +9.7% | +14.7% |
| 3M | +0.8% | +3.8% | -3.0% | -1.3% |
| 6M | +12.2% | +9.5% | +2.7% | +7.0% |
| YTD | +4.2% | +28.2% | -24.0% | -6.9% |
| 1Y | -2.6% | +33.0% | -35.5% | -16.7% |
| All | -2.6% | +32.8% | -35.3% | -16.7% |
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