+210.2%
HD vs COP
+334.3%
-124.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -10.8% | +11.7% | -22.6% | -12.7% |
| 3M | -2.7% | +17.7% | -20.4% | -6.0% |
| 6M | -10.3% | +18.3% | -28.6% | -14.0% |
| YTD | -7.8% | +49.1% | -56.9% | -15.9% |
| 1Y | -23.1% | +53.3% | -76.5% | -30.5% |
| 3Y | +2.0% | +22.2% | -20.1% | -4.7% |
| 5Y | +6.2% | +193.3% | -187.1% | -22.0% |
| 10Y | +210.2% | +340.2% | -130.1% | +90.5% |
| All | +210.2% | +334.3% | -124.1% | +90.5% |
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 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