-1.9%
HD vs COP
+58.8%
-60.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.5% |
| 7D | +3.6% | -8.4% | +12.0% | +1.4% |
| 30D | +21.6% | +0.3% | +21.3% | +21.5% |
| 3M | +0.1% | +15.1% | -15.0% | +4.1% |
| 6M | +13.0% | +19.8% | -6.8% | +18.9% |
| YTD | +4.9% | +46.8% | -41.9% | +5.0% |
| All | -1.9% | +58.8% | -60.7% | -2.0% |
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 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