+257.9%
HD vs CPB
-39.9%
+297.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.2% |
| 7D | +3.6% | +3.3% | +0.3% | +2.8% |
| 30D | +21.6% | +19.0% | +2.6% | +16.8% |
| 3M | +0.1% | +0.4% | -0.3% | -0.3% |
| 6M | +13.0% | +13.0% | 0.0% | +9.5% |
| YTD | +4.9% | -12.7% | +17.7% | +7.2% |
| 1Y | -2.1% | -20.9% | +18.8% | +2.2% |
| 3Y | +32.6% | -35.4% | +68.0% | +42.6% |
| 5Y | +8.2% | -32.3% | +40.5% | +14.2% |
| 10Y | +257.9% | -40.5% | +298.4% | +286.9% |
| All | +257.9% | -39.9% | +297.9% | +286.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling