+34,054.1%
HD vs CPB
+355.6%
+33,698.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | +5.2% | +2.9% | +2.3% | +4.3% |
| 30D | +20.7% | +17.6% | +3.1% | +14.6% |
| 3M | +0.8% | +2.0% | -1.2% | -0.2% |
| 6M | +12.2% | +11.6% | +0.6% | +7.7% |
| YTD | +4.2% | -13.8% | +18.0% | +8.0% |
| 1Y | -2.6% | -21.6% | +19.0% | +4.0% |
| 3Y | +30.0% | -35.8% | +65.8% | +45.2% |
| 5Y | +8.1% | -33.3% | +41.4% | +17.3% |
| 10Y | +247.2% | -39.4% | +286.6% | +271.1% |
| All | +34,054.1% | +355.6% | +33,698.5% | +13,294.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling