+208.5%
HD vs COR
+405.8%
-197.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | -2.1% | +2.8% | -4.8% | -2.8% |
| 30D | -8.4% | +4.5% | -12.9% | -9.6% |
| 3M | +4.3% | +22.7% | -18.3% | -1.6% |
| 6M | -11.1% | -9.7% | -1.4% | -9.3% |
| YTD | -4.7% | -1.4% | -3.2% | -5.6% |
| 1Y | -19.8% | +13.9% | -33.7% | -24.2% |
| 3Y | +4.1% | +94.0% | -89.9% | -18.9% |
| 5Y | +10.3% | +184.0% | -173.7% | -25.6% |
| All | +208.5% | +405.8% | -197.3% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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