+43.1%
COF vs HBM
+327.6%
-284.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | +14.8% | -0.4% | +15.3% | +13.8% |
| 6M | +15.3% | +17.9% | -2.5% | +8.7% |
| YTD | -13.0% | +33.7% | -46.8% | -21.5% |
| 1Y | -5.7% | +95.6% | -101.3% | -22.8% |
| 3Y | +118.1% | +458.1% | -340.0% | +29.2% |
| All | +43.1% | +327.6% | -284.5% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling