-3.5%
HD vs CORZ
-18.5%
+15.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -0.5% | +26.4% | -26.8% | +0.1% |
| 30D | +18.5% | -6.8% | +25.3% | +18.5% |
| 3M | +2.2% | -31.1% | +33.3% | +2.1% |
| 6M | +13.8% | -36.9% | +50.8% | +13.5% |
| YTD | +3.4% | -1.2% | +4.6% | +3.3% |
| 1Y | -3.5% | -12.5% | +9.0% | -4.3% |
| All | -3.5% | -18.5% | +15.0% | -4.3% |
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