+31,139.8%
HD vs CP
+7,669.4%
+23,470.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -2.1% | -2.7% | +0.6% | -1.0% |
| 30D | -8.4% | +0.2% | -8.6% | -8.5% |
| 3M | +4.3% | +2.6% | +1.8% | +3.2% |
| 6M | -11.1% | +6.0% | -17.1% | -13.3% |
| YTD | -4.7% | +24.9% | -29.6% | -12.9% |
| 1Y | -19.8% | +20.1% | -39.9% | -25.6% |
| 3Y | +4.1% | +16.4% | -12.3% | -3.3% |
| 5Y | +10.3% | +31.7% | -21.4% | -3.3% |
| 10Y | +203.2% | +223.9% | -20.7% | +87.8% |
| All | +31,139.8% | +7,669.4% | +23,470.4% | +5,363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling