+254.2%
HD vs CPB
-38.3%
+292.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.5% |
| 7D | +4.3% | +8.0% | -3.6% | +2.5% |
| 30D | +20.2% | +22.4% | -2.2% | +14.8% |
| 3M | -1.0% | +2.5% | -3.5% | -1.9% |
| 6M | +7.9% | +12.2% | -4.3% | +4.7% |
| YTD | +2.0% | -12.8% | +14.8% | +4.2% |
| 1Y | -4.3% | -19.2% | +14.9% | -0.6% |
| 3Y | +25.9% | -35.6% | +61.5% | +35.5% |
| 5Y | +5.8% | -31.4% | +37.3% | +11.4% |
| All | +254.2% | -38.3% | +292.5% | +286.6% |
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