+31,139.8%
HD vs CPB
+325.7%
+30,814.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.3% | +2.0% |
| 7D | -2.1% | -8.6% | +6.5% | +0.6% |
| 30D | -8.4% | -7.2% | -1.2% | -6.4% |
| 3M | +4.3% | +0.9% | +3.5% | +3.6% |
| 6M | -11.1% | -11.8% | +0.7% | -8.2% |
| YTD | -4.7% | -19.4% | +14.7% | +1.1% |
| 1Y | -19.8% | -30.4% | +10.6% | -11.1% |
| 3Y | +4.1% | -40.2% | +44.3% | +18.8% |
| 5Y | +10.3% | -39.5% | +49.8% | +23.6% |
| 10Y | +203.2% | -47.4% | +250.5% | +240.1% |
| All | +31,139.8% | +325.7% | +30,814.1% | +12,435.3% |
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