+453.3%
COF vs HCA
+1,743.3%
-1,290.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | -5.1% | +5.4% | -10.6% | -7.2% |
| 30D | -6.0% | +3.0% | -9.0% | -7.3% |
| 3M | +14.8% | +13.0% | +1.8% | +8.7% |
| 6M | +15.3% | -20.3% | +35.6% | +25.0% |
| YTD | -13.0% | -8.2% | -4.8% | -11.6% |
| 1Y | -5.7% | +6.7% | -12.4% | -10.2% |
| 3Y | +118.1% | +60.4% | +57.7% | +68.4% |
| 5Y | +46.2% | +73.4% | -27.2% | +5.6% |
| 10Y | +246.1% | +506.9% | -260.9% | +52.3% |
| All | +453.3% | +1,743.3% | -1,290.0% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling