+31,139.8%
HD vs COP
+4,537.2%
+26,602.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.2% |
| 7D | -2.1% | +3.0% | -5.1% | -2.8% |
| 30D | -8.4% | +17.5% | -25.9% | -12.0% |
| 3M | +4.3% | +13.4% | -9.0% | +0.6% |
| 6M | -11.1% | +17.7% | -28.9% | -15.7% |
| YTD | -4.7% | +46.6% | -51.3% | -14.6% |
| 1Y | -19.8% | +44.6% | -64.4% | -28.1% |
| 3Y | +4.1% | +20.7% | -16.6% | -4.1% |
| 5Y | +10.3% | +185.0% | -174.7% | -21.9% |
| 10Y | +203.2% | +347.0% | -143.8% | +72.0% |
| All | +31,139.8% | +4,537.2% | +26,602.6% | +9,854.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling