+760.1%
COST vs HD
+241.0%
+519.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +5.0% | +1.5% | +3.5% | +4.3% |
| 30D | +12.8% | +18.0% | -5.2% | +4.9% |
| 3M | +15.2% | +2.8% | +12.4% | +13.5% |
| 6M | +7.4% | +17.0% | -9.6% | -0.5% |
| YTD | +29.0% | +3.5% | +25.5% | +25.3% |
| 1Y | +20.3% | -2.6% | +22.9% | +19.9% |
| 3Y | +99.0% | +30.7% | +68.3% | +69.6% |
| 5Y | +125.7% | +6.2% | +119.5% | +108.6% |
| All | +760.1% | +241.0% | +519.1% | +381.5% |
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