+24.7%
HD vs PCOR
-10.3%
+35.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.8% |
| 7D | +4.3% | +22.7% | -18.4% | +0.7% |
| 30D | +20.2% | +37.5% | -17.3% | +13.9% |
| 3M | -1.0% | +35.2% | -36.2% | -6.2% |
| 6M | +7.9% | +42.2% | -34.3% | +0.8% |
| YTD | +2.0% | +3.6% | -1.6% | -0.3% |
| 1Y | -4.3% | -4.8% | +0.5% | -5.0% |
| 3Y | +25.9% | +48.3% | -22.4% | +11.4% |
| 5Y | +5.8% | -20.1% | +25.9% | -4.6% |
| All | +24.7% | -10.3% | +35.0% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling