+203.4%
HD vs COF
+246.6%
-43.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.2% | -0.9% |
| 7D | -3.9% | -6.1% | +2.2% | -1.8% |
| 30D | -13.1% | -5.2% | -8.0% | -11.6% |
| 3M | -3.4% | +17.0% | -20.5% | -8.5% |
| 6M | -12.6% | +12.9% | -25.5% | -16.2% |
| YTD | -9.2% | -13.5% | +4.3% | -5.7% |
| 1Y | -23.9% | -5.9% | -18.1% | -23.4% |
| 3Y | +0.4% | +117.1% | -116.7% | -27.2% |
| 5Y | +4.5% | +45.4% | -40.9% | -15.6% |
| All | +203.4% | +246.6% | -43.3% | +64.3% |
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