+248.6%
HD vs COF
+185.2%
+63.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | -0.1% |
| 7D | +1.5% | -3.4% | +4.9% | +2.7% |
| 30D | +18.0% | +0.4% | +17.6% | +17.8% |
| 3M | +2.8% | -12.5% | +15.3% | +7.4% |
| 6M | +17.0% | +8.3% | +8.7% | +13.5% |
| YTD | +3.5% | -18.6% | +22.1% | +9.7% |
| 1Y | -2.6% | -8.6% | +6.0% | -0.8% |
| 3Y | +30.7% | +94.7% | -63.9% | -1.4% |
| 5Y | +6.2% | +35.3% | -29.1% | -11.9% |
| All | +248.6% | +185.2% | +63.4% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling