+1,182.3%
HD vs CRL
+1,673.3%
-491.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +5.2% | -1.7% | +6.9% | +5.3% |
| 30D | +20.7% | +14.6% | +6.1% | +15.6% |
| 3M | +0.8% | +24.8% | -24.0% | -5.9% |
| 6M | +12.2% | +94.7% | -82.5% | -7.5% |
| YTD | +4.2% | +73.4% | -69.1% | -12.4% |
| 1Y | -2.6% | +104.7% | -107.2% | -21.8% |
| 3Y | +30.0% | +101.1% | -71.0% | -1.0% |
| 5Y | +8.1% | -10.8% | +18.9% | +0.5% |
| 10Y | +247.2% | +358.8% | -111.6% | +102.0% |
| All | +1,182.3% | +1,673.3% | -491.0% | +444.4% |
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