+43.1%
COF vs HCA
+71.9%
-28.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.2% |
| 7D | -5.1% | +5.4% | -10.6% | -6.5% |
| 30D | -6.0% | +3.0% | -9.0% | -6.8% |
| 3M | +14.8% | +13.0% | +1.8% | +10.8% |
| 6M | +15.3% | -20.3% | +35.6% | +21.7% |
| YTD | -13.0% | -8.2% | -4.8% | -12.0% |
| 1Y | -5.7% | +6.7% | -12.4% | -9.0% |
| 3Y | +118.1% | +60.4% | +57.7% | +76.1% |
| All | +43.1% | +71.9% | -28.8% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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