-1.5%
COF vs HBM
+123.0%
-124.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | +1.8% | -6.4% | +8.2% | +2.3% |
| 30D | -0.6% | +5.9% | -6.5% | -1.1% |
| 3M | +20.3% | -8.9% | +29.2% | +20.3% |
| 6M | +13.0% | +10.7% | +2.3% | +10.5% |
| YTD | -8.3% | +38.3% | -46.6% | -11.2% |
| 1Y | -1.5% | +121.3% | -122.8% | -8.0% |
| All | -1.5% | +123.0% | -124.4% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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