+33,950.9%
HD vs CP
+7,870.0%
+26,081.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | +6.4% | +6.1% | +0.3% | +4.0% |
| 30D | +22.1% | +9.8% | +12.3% | +17.8% |
| 3M | -0.2% | +2.7% | -2.9% | -1.2% |
| 6M | +12.6% | +12.8% | -0.2% | +7.4% |
| YTD | +3.9% | +28.2% | -24.3% | -5.9% |
| 1Y | -3.7% | +34.1% | -37.9% | -14.3% |
| 3Y | +27.9% | +28.9% | -1.0% | +14.4% |
| 5Y | +7.8% | +27.1% | -19.2% | -4.0% |
| 10Y | +269.4% | +264.8% | +4.6% | +119.7% |
| All | +33,950.9% | +7,870.0% | +26,081.0% | +5,801.7% |
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 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