+2,157.5%
COF vs HBM
+649.7%
+1,507.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -2.7% | +5.5% | -8.2% | -3.9% |
| 30D | -3.4% | +3.3% | -6.7% | -4.4% |
| 3M | +15.4% | +12.7% | +2.8% | +10.9% |
| 6M | +14.4% | +28.2% | -13.8% | +5.0% |
| YTD | -12.0% | +45.3% | -57.3% | -22.7% |
| 1Y | -3.7% | +121.7% | -125.5% | -24.5% |
| 3Y | +121.1% | +523.5% | -402.5% | +28.1% |
| 5Y | +47.8% | +393.9% | -346.1% | -14.7% |
| 10Y | +250.3% | +647.9% | -397.6% | +47.9% |
| All | +2,157.5% | +649.7% | +1,507.8% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling