+6.2%
HD vs COF
+48.7%
-42.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.6% |
| 7D | -1.8% | -2.7% | +0.8% | -1.0% |
| 30D | -10.8% | -3.4% | -7.5% | -10.0% |
| 3M | -2.7% | +15.4% | -18.1% | -6.8% |
| 6M | -10.3% | +14.4% | -24.7% | -13.9% |
| YTD | -7.8% | -12.0% | +4.2% | -5.3% |
| 1Y | -23.1% | -3.7% | -19.4% | -23.3% |
| 3Y | +2.0% | +121.1% | -119.1% | -24.4% |
| 5Y | +6.2% | +47.8% | -41.6% | -18.1% |
| All | +6.2% | +48.7% | -42.5% | -18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling