+8.4%
HD vs CORZ
+136.6%
-128.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.2% | -3.9% | -0.8% |
| 7D | +5.2% | -7.8% | +13.0% | +5.4% |
| 30D | +20.7% | -14.8% | +35.5% | +21.1% |
| 3M | +0.8% | -32.5% | +33.3% | +1.9% |
| 6M | +12.2% | -42.7% | +54.9% | +13.7% |
| YTD | +4.2% | -9.8% | +14.0% | +3.0% |
| 1Y | -2.6% | -31.9% | +29.4% | -2.5% |
| All | +8.4% | +136.6% | -128.1% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling