+30.7%
HD vs COO
-24.0%
+54.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | +1.5% | +0.5% | +1.1% | +1.4% |
| 30D | +18.0% | +14.2% | +3.8% | +13.5% |
| 3M | +2.8% | -18.2% | +21.0% | +9.0% |
| 6M | +17.0% | +5.3% | +11.6% | +14.6% |
| YTD | +3.5% | -23.6% | +27.1% | +11.2% |
| 1Y | -2.6% | -12.7% | +10.1% | +0.8% |
| 3Y | +30.7% | -24.2% | +54.9% | +33.2% |
| All | +30.7% | -24.0% | +54.8% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling