+242.0%
COF vs HBM
+619.2%
-377.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -5.1% | -3.3% | -1.9% | -4.6% |
| 30D | -6.0% | -4.8% | -1.2% | -5.3% |
| 3M | +14.8% | -0.4% | +15.3% | +13.6% |
| 6M | +15.3% | +17.9% | -2.5% | +8.1% |
| YTD | -13.0% | +33.7% | -46.8% | -22.0% |
| 1Y | -5.7% | +95.6% | -101.3% | -23.6% |
| 3Y | +118.1% | +458.1% | -340.0% | +29.7% |
| 5Y | +46.2% | +329.0% | -282.8% | -12.8% |
| All | +242.0% | +619.2% | -377.2% | +50.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling