+71.8%
COST vs HD
+3.5%
+68.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -3.2% | -1.2% | -2.0% | -2.8% |
| 30D | -4.0% | -11.1% | +7.2% | -0.7% |
| 3M | -6.5% | +2.0% | -8.5% | -7.4% |
| 6M | -8.5% | -10.5% | +1.9% | -5.7% |
| YTD | +6.0% | -6.9% | +12.9% | +7.6% |
| 1Y | -5.8% | -23.2% | +17.4% | +2.2% |
| 3Y | +71.8% | +3.1% | +68.8% | +68.1% |
| All | +71.8% | +3.5% | +68.4% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling