+5.8%
HD vs CRL
-10.4%
+16.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.8% | -9.7% | -3.4% |
| 7D | +4.3% | -6.1% | +10.4% | +5.3% |
| 30D | +20.2% | +12.4% | +7.8% | +16.6% |
| 3M | -1.0% | +27.1% | -28.1% | -6.7% |
| 6M | +7.9% | +85.7% | -77.8% | -6.6% |
| YTD | +2.0% | +69.2% | -67.2% | -10.7% |
| 1Y | -4.3% | +97.5% | -101.8% | -19.0% |
| 3Y | +25.9% | +86.1% | -60.2% | +3.2% |
| All | +5.8% | -10.4% | +16.1% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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