+749.2%
COST vs HD
+240.6%
+508.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | +14.6% | +18.5% | -3.9% | +6.4% |
| 3M | +15.2% | +2.2% | +13.0% | +13.8% |
| 6M | +7.2% | +13.8% | -6.6% | +0.5% |
| YTD | +27.4% | +3.4% | +24.0% | +23.8% |
| 1Y | +20.2% | -3.5% | +23.7% | +20.3% |
| 3Y | +96.9% | +29.0% | +67.9% | +68.9% |
| 5Y | +122.8% | +6.1% | +116.7% | +106.1% |
| All | +749.2% | +240.6% | +508.7% | +375.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling