+5.8%
HD vs COO
-41.6%
+47.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.2% |
| 7D | +4.3% | +4.7% | -0.4% | +2.7% |
| 30D | +20.2% | +13.9% | +6.3% | +14.8% |
| 3M | -1.0% | -14.9% | +13.9% | +4.5% |
| 6M | +7.9% | +2.0% | +5.9% | +6.2% |
| YTD | +2.0% | -23.9% | +25.9% | +11.6% |
| 1Y | -4.3% | -9.6% | +5.3% | -1.7% |
| 3Y | +25.9% | -25.4% | +51.4% | +33.8% |
| All | +5.8% | -41.6% | +47.4% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling