-23.9%
HD vs CORZ
+13.8%
-37.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.0% | +2.4% | -1.6% |
| 7D | -3.9% | -3.0% | -0.9% | -3.9% |
| 30D | -13.1% | -12.1% | -1.0% | -13.2% |
| 3M | -3.4% | -32.4% | +28.9% | -3.7% |
| 6M | -12.6% | +12.4% | -24.9% | -13.0% |
| YTD | -9.2% | +19.3% | -28.5% | -9.0% |
| 1Y | -23.9% | +8.6% | -32.6% | -23.1% |
| All | -23.9% | +13.8% | -37.7% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 1y: compounded portfolio wealth divided by compounded CORZ 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…
1y analysis · Full analysis span regression · 6 months rolling