+257.9%
HD vs COP
+319.0%
-61.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.1% |
| 7D | +3.6% | -8.4% | +12.0% | +5.1% |
| 30D | +21.6% | +0.3% | +21.3% | +21.2% |
| 3M | +0.1% | +15.1% | -15.0% | -2.9% |
| 6M | +13.0% | +19.8% | -6.8% | +8.3% |
| YTD | +4.9% | +46.8% | -41.9% | -4.3% |
| 1Y | -2.1% | +59.7% | -61.8% | -12.4% |
| 3Y | +32.6% | +28.7% | +3.9% | +22.3% |
| 5Y | +8.2% | +110.7% | -102.5% | -13.9% |
| 10Y | +257.9% | +298.3% | -40.4% | +129.4% |
| All | +257.9% | +319.0% | -61.1% | +129.4% |
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