+8.2%
HD vs CP
+27.1%
-18.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.9% |
| 7D | +3.6% | +2.8% | +0.8% | +2.3% |
| 30D | +21.6% | +11.3% | +10.2% | +15.7% |
| 3M | +0.1% | +2.9% | -2.7% | -1.2% |
| 6M | +13.0% | +9.8% | +3.2% | +8.0% |
| YTD | +4.9% | +28.5% | -23.6% | -7.2% |
| 1Y | -2.1% | +33.5% | -35.6% | -14.9% |
| 3Y | +32.6% | +31.9% | +0.7% | +13.7% |
| 5Y | +8.2% | +25.5% | -17.3% | -6.5% |
| All | +8.2% | +27.1% | -18.9% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling