+27.0%
HD vs PCOR
-10.0%
+37.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +6.4% | +23.7% | -17.3% | +2.6% |
| 30D | +22.1% | +39.0% | -16.9% | +15.5% |
| 3M | -0.2% | +35.8% | -35.9% | -5.5% |
| 6M | +12.6% | +38.2% | -25.6% | +5.6% |
| YTD | +3.9% | +3.9% | 0.0% | +1.5% |
| 1Y | -3.7% | +5.7% | -9.4% | -6.5% |
| 3Y | +27.9% | +44.8% | -16.9% | +13.6% |
| 5Y | +7.8% | -19.8% | +27.6% | -2.8% |
| All | +27.0% | -10.0% | +37.0% | +14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling