+122.5%
COST vs HD
+8.2%
+114.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +4.6% | +5.2% | -0.6% | +2.3% |
| 30D | +12.8% | +20.7% | -8.0% | +4.1% |
| 3M | +12.1% | +0.8% | +11.3% | +11.4% |
| 6M | +6.0% | +12.2% | -6.2% | +0.1% |
| YTD | +24.4% | +4.2% | +20.1% | +20.7% |
| 1Y | +17.1% | -2.6% | +19.7% | +17.1% |
| 3Y | +92.2% | +30.0% | +62.1% | +60.8% |
| 5Y | +122.5% | +8.1% | +114.4% | +106.7% |
| All | +122.5% | +8.2% | +114.3% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling