+6,232.6%
HD vs COR
+17,684.4%
-11,451.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | +4.3% | +0.8% | +3.5% | +4.2% |
| 30D | +20.2% | +5.1% | +15.1% | +18.9% |
| 3M | -1.0% | +2.8% | -3.8% | -1.7% |
| 6M | +7.9% | +32.5% | -24.6% | +1.1% |
| YTD | +2.0% | -0.7% | +2.6% | +1.0% |
| 1Y | -4.3% | -6.7% | +2.4% | -3.9% |
| 3Y | +25.9% | +73.7% | -47.8% | +8.2% |
| 5Y | +5.8% | +177.9% | -172.0% | -19.1% |
| 10Y | +262.5% | +533.8% | -271.2% | +125.3% |
| All | +6,232.6% | +17,684.4% | -11,451.8% | +2,150.8% |
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