+245.3%
HD vs COO
+40.2%
+205.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -1.2% | -2.3% | +1.2% | -0.2% |
| 30D | +20.9% | +13.3% | +7.6% | +15.0% |
| 3M | -0.2% | -18.1% | +17.9% | +7.7% |
| 6M | +14.5% | +6.7% | +7.8% | +10.3% |
| YTD | +4.3% | -23.2% | +27.5% | +15.0% |
| 1Y | -3.5% | -12.3% | +8.8% | +0.6% |
| 3Y | +30.1% | -23.6% | +53.7% | +38.0% |
| 5Y | +8.5% | -38.7% | +47.2% | +24.3% |
| 10Y | +245.3% | +42.2% | +203.1% | +191.7% |
| All | +245.3% | +40.2% | +205.1% | +191.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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