+10.8%
HD vs COR
+184.0%
-173.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | -2.1% | +2.8% | -4.8% | -2.4% |
| 30D | -8.4% | +4.5% | -12.9% | -8.9% |
| 3M | +4.3% | +22.7% | -18.3% | +1.8% |
| 6M | -11.1% | -9.7% | -1.4% | -10.0% |
| YTD | -4.7% | -1.4% | -3.2% | -4.9% |
| 1Y | -19.8% | +13.9% | -33.7% | -22.1% |
| 3Y | +4.1% | +94.0% | -89.9% | -12.7% |
| All | +10.8% | +184.0% | -173.2% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling