+10.8%
HD vs CRL
-35.5%
+46.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.3% |
| 7D | -2.1% | -1.0% | -1.0% | -1.9% |
| 30D | -8.4% | +10.7% | -19.1% | -10.4% |
| 3M | +4.3% | +55.3% | -50.9% | -5.2% |
| 6M | -11.1% | +60.7% | -71.8% | -20.3% |
| YTD | -4.7% | +44.6% | -49.3% | -12.9% |
| 1Y | -19.8% | +77.7% | -97.6% | -30.2% |
| 3Y | +4.1% | +37.6% | -33.5% | -7.3% |
| All | +10.8% | -35.5% | +46.3% | +11.2% |
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