+1,072.9%
HD vs CRL
+1,379.5%
-306.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.4% |
| 7D | -2.1% | -1.0% | -1.0% | -1.8% |
| 30D | -8.4% | +10.7% | -19.1% | -10.9% |
| 3M | +4.3% | +55.3% | -50.9% | -7.6% |
| 6M | -11.1% | +60.7% | -71.8% | -22.7% |
| YTD | -4.7% | +44.6% | -49.3% | -15.1% |
| 1Y | -19.8% | +77.7% | -97.6% | -32.9% |
| 3Y | +4.1% | +37.6% | -33.5% | -11.4% |
| 5Y | +10.3% | -35.8% | +46.1% | +12.8% |
| 10Y | +203.2% | +241.7% | -38.6% | +91.8% |
| All | +1,072.9% | +1,379.5% | -306.6% | +427.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling