+20.2%
COST vs HD
-3.7%
+23.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.6% |
| 7D | +2.5% | -0.5% | +3.0% | +2.6% |
| 30D | +14.6% | +18.5% | -3.9% | +10.8% |
| 3M | +15.2% | +2.2% | +13.0% | +14.3% |
| 6M | +7.2% | +13.8% | -6.6% | +4.3% |
| YTD | +27.4% | +3.4% | +24.0% | +26.3% |
| 1Y | +20.2% | -3.5% | +23.7% | +21.4% |
| All | +20.2% | -3.7% | +23.9% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling