+5,317.2%
HD vs COF
+5,862.7%
-545.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -2.1% | +1.8% | -3.9% | -2.6% |
| 30D | -8.4% | -0.6% | -7.9% | -8.3% |
| 3M | +4.3% | +20.3% | -15.9% | -1.3% |
| 6M | -11.1% | +13.0% | -24.1% | -14.4% |
| YTD | -4.7% | -8.3% | +3.7% | -3.0% |
| 1Y | -19.8% | -1.5% | -18.3% | -20.3% |
| 3Y | +4.1% | +122.3% | -118.2% | -21.0% |
| 5Y | +10.3% | +52.5% | -42.2% | -8.9% |
| 10Y | +203.2% | +264.9% | -61.7% | +81.2% |
| All | +5,317.2% | +5,862.7% | -545.5% | +1,190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling