+5,819.2%
HD vs COR
+17,545.2%
-11,726.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.4% |
| 7D | -2.1% | +2.8% | -4.8% | -2.7% |
| 30D | -8.4% | +4.5% | -12.9% | -9.4% |
| 3M | +4.3% | +22.7% | -18.3% | -0.5% |
| 6M | -11.1% | -9.7% | -1.4% | -9.8% |
| YTD | -4.7% | -1.4% | -3.2% | -5.4% |
| 1Y | -19.8% | +13.9% | -33.7% | -23.2% |
| 3Y | +4.1% | +94.0% | -89.9% | -12.9% |
| 5Y | +10.3% | +184.0% | -173.7% | -16.2% |
| 10Y | +203.2% | +406.8% | -203.6% | +96.6% |
| All | +5,819.2% | +17,545.2% | -11,726.0% | +2,007.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling