-4.3%
HD vs COO
-9.4%
+5.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.1% |
| 7D | +4.3% | +4.7% | -0.4% | +2.6% |
| 30D | +20.2% | +13.9% | +6.3% | +14.7% |
| 3M | -1.0% | -14.9% | +13.9% | +5.6% |
| 6M | +7.9% | +2.0% | +5.9% | +6.0% |
| YTD | +2.0% | -23.9% | +25.9% | +12.5% |
| 1Y | -4.3% | -9.6% | +5.3% | -2.2% |
| All | -4.3% | -9.4% | +5.1% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling