+14,046.2%
COST vs HD
+34,709.6%
-20,663.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +2.5% | -0.5% | +3.0% | +2.7% |
| 30D | +14.6% | +18.5% | -3.9% | +6.1% |
| 3M | +15.2% | +2.2% | +13.0% | +13.7% |
| 6M | +7.2% | +13.8% | -6.6% | +0.3% |
| YTD | +27.4% | +3.4% | +24.0% | +23.7% |
| 1Y | +20.2% | -3.5% | +23.7% | +20.1% |
| 3Y | +96.9% | +29.0% | +67.9% | +70.1% |
| 5Y | +122.8% | +6.1% | +116.7% | +107.8% |
| 10Y | +764.3% | +242.3% | +522.0% | +360.9% |
| All | +14,046.2% | +34,709.6% | -20,663.4% | +919.3% |
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