-3.5%
HD vs CORZ
-21.3%
+17.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.0% | -10.9% | +0.3% |
| 7D | -1.2% | +14.2% | -15.3% | -0.9% |
| 30D | +20.9% | -3.0% | +23.9% | +21.0% |
| 3M | -0.2% | -26.3% | +26.1% | -0.2% |
| 6M | +14.5% | -36.5% | +51.0% | +14.2% |
| YTD | +4.3% | +0.1% | +4.2% | +4.1% |
| 1Y | -3.5% | -15.9% | +12.4% | -4.9% |
| All | -3.5% | -21.3% | +17.8% | -4.9% |
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