+245.3%
HD vs CPB
-40.1%
+285.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -1.2% | -4.1% | +2.9% | -0.2% |
| 30D | +20.9% | +16.9% | +4.0% | +16.6% |
| 3M | -0.2% | -0.6% | +0.4% | -0.3% |
| 6M | +14.5% | +11.4% | +3.1% | +11.3% |
| YTD | +4.3% | -14.8% | +19.1% | +7.2% |
| 1Y | -3.5% | -24.8% | +21.3% | +1.9% |
| 3Y | +30.1% | -36.6% | +66.7% | +40.7% |
| 5Y | +8.5% | -33.3% | +41.8% | +15.0% |
| 10Y | +245.3% | -40.4% | +285.7% | +264.5% |
| All | +245.3% | -40.1% | +285.4% | +264.5% |
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