+254.2%
HD vs COP
+324.3%
-70.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | +4.3% | -11.5% | +15.9% | +6.5% |
| 30D | +20.2% | +5.0% | +15.2% | +18.9% |
| 3M | -1.0% | +17.5% | -18.5% | -4.3% |
| 6M | +7.9% | +16.2% | -8.3% | +4.0% |
| YTD | +2.0% | +48.8% | -46.8% | -7.3% |
| 1Y | -4.3% | +64.1% | -68.4% | -14.8% |
| 3Y | +25.9% | +25.7% | +0.3% | +16.8% |
| 5Y | +5.8% | +114.4% | -108.5% | -16.1% |
| All | +254.2% | +324.3% | -70.1% | +127.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling