+7.9%
HD vs COP
+17.2%
-9.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.6% |
| 7D | +4.3% | -11.5% | +15.9% | +0.3% |
| 30D | +20.2% | +5.0% | +15.2% | +22.0% |
| 3M | -1.0% | +17.5% | -18.5% | +6.5% |
| 6M | +7.9% | +16.2% | -8.3% | +16.7% |
| All | +7.9% | +17.2% | -9.2% | +16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling