-4.6%
HD vs COP
+61.7%
-66.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -5.2% | +11.7% | +5.2% |
| 7D | +11.9% | -8.1% | +20.1% | +9.7% |
| 30D | +26.4% | +6.7% | +19.8% | +28.2% |
| 3M | +2.8% | +16.9% | -14.1% | +7.2% |
| 6M | +15.5% | +11.2% | +4.3% | +20.3% |
| YTD | +5.5% | +49.5% | -44.0% | +5.4% |
| 1Y | -4.6% | +60.7% | -65.3% | -5.5% |
| All | -4.6% | +61.7% | -66.3% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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