+11,743.1%
COST vs HD
+31,989.9%
-20,246.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.5% |
| 7D | -3.1% | -2.1% | -1.1% | -2.3% |
| 30D | -2.8% | -8.4% | +5.6% | +0.9% |
| 3M | -5.7% | +4.3% | -10.0% | -7.9% |
| 6M | -8.8% | -11.1% | +2.4% | -4.9% |
| YTD | +6.7% | -4.7% | +11.3% | +7.6% |
| 1Y | -3.6% | -19.8% | +16.2% | +4.7% |
| 3Y | +75.1% | +4.1% | +71.0% | +66.8% |
| 5Y | +108.9% | +10.3% | +98.6% | +92.1% |
| 10Y | +586.2% | +203.2% | +383.0% | +286.8% |
| All | +11,743.1% | +31,989.9% | -20,246.8% | +787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling