+205.0%
HD vs CPB
-45.7%
+250.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.7% |
| 7D | -1.2% | -8.2% | +7.0% | +0.7% |
| 30D | -11.1% | -5.6% | -5.5% | -10.1% |
| 3M | +2.0% | +3.0% | -0.9% | +1.1% |
| 6M | -10.5% | -12.7% | +2.3% | -8.1% |
| YTD | -6.9% | -18.0% | +11.1% | -3.3% |
| 1Y | -23.2% | -31.7% | +8.6% | -17.1% |
| 3Y | +3.1% | -41.0% | +44.0% | +13.3% |
| 5Y | +7.4% | -38.4% | +45.8% | +16.0% |
| 10Y | +205.0% | -45.0% | +250.0% | +237.5% |
| All | +205.0% | -45.7% | +250.7% | +237.5% |
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