+33,950.9%
HD vs COO
+5,456.7%
+28,494.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | +6.4% | +5.3% | +1.1% | +5.9% |
| 30D | +22.1% | +12.5% | +9.5% | +20.9% |
| 3M | -0.2% | -15.1% | +15.0% | +1.1% |
| 6M | +12.6% | +3.7% | +8.9% | +12.1% |
| YTD | +3.9% | -22.5% | +26.4% | +6.0% |
| 1Y | -3.7% | -7.8% | +4.1% | -3.2% |
| 3Y | +27.9% | -24.1% | +51.9% | +30.1% |
| 5Y | +7.8% | -40.1% | +47.9% | +11.5% |
| 10Y | +269.4% | +44.7% | +224.7% | +260.0% |
| All | +33,950.9% | +5,456.7% | +28,494.2% | +29,208.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling