+12.6%
HD vs CP
+13.0%
-0.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.1% |
| 7D | +6.4% | +6.1% | +0.3% | +3.1% |
| 30D | +22.1% | +9.8% | +12.3% | +16.4% |
| 3M | -0.2% | +2.7% | -2.9% | -2.1% |
| 6M | +12.6% | +12.8% | -0.2% | +5.7% |
| All | +12.6% | +13.0% | -0.4% | +5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling