-5.1%
COF vs HLT
+46.7%
-51.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.5% | -4.6% | -2.9% |
| 7D | +0.7% | +7.7% | -7.0% | -3.0% |
| 30D | +5.7% | +19.1% | -13.4% | -3.4% |
| 3M | -6.7% | +20.7% | -27.4% | -15.5% |
| 6M | +9.5% | +21.0% | -11.6% | -1.7% |
| YTD | -13.9% | +31.3% | -45.1% | -25.5% |
| 1Y | -5.1% | +45.9% | -50.9% | -22.8% |
| All | -5.1% | +46.7% | -51.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling