+10.8%
HD vs CPB
-39.5%
+50.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +1.7% |
| 7D | -2.1% | -8.6% | +6.5% | -0.2% |
| 30D | -8.4% | -7.2% | -1.2% | -7.1% |
| 3M | +4.3% | +0.9% | +3.5% | +3.9% |
| 6M | -11.1% | -11.8% | +0.7% | -9.2% |
| YTD | -4.7% | -19.4% | +14.7% | -1.0% |
| 1Y | -19.8% | -30.4% | +10.6% | -14.4% |
| 3Y | +4.1% | -40.2% | +44.3% | +12.6% |
| All | +10.8% | -39.5% | +50.3% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling