+31.7%
HD vs CPB
-36.4%
+68.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -1.2% | -4.1% | +2.9% | -0.1% |
| 30D | +20.9% | +16.9% | +4.0% | +16.6% |
| 3M | -0.2% | -0.6% | +0.4% | -0.5% |
| 6M | +14.5% | +11.4% | +3.1% | +11.3% |
| YTD | +4.3% | -14.8% | +19.1% | +6.6% |
| 1Y | -3.5% | -24.8% | +21.3% | +0.9% |
| All | +31.7% | -36.4% | +68.1% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling