+265.7%
COF vs HLT
+641.8%
-376.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -5.1% | -1.6% | -3.5% | -4.1% |
| 30D | -6.0% | -5.0% | -1.0% | -2.7% |
| 3M | +14.8% | -10.4% | +25.2% | +23.4% |
| 6M | +15.3% | +3.2% | +12.1% | +11.9% |
| YTD | -13.0% | +6.7% | -19.8% | -17.6% |
| 1Y | -5.7% | +10.3% | -16.0% | -13.0% |
| 3Y | +118.1% | +99.3% | +18.8% | +33.5% |
| 5Y | +46.2% | +143.7% | -97.5% | -23.9% |
| 10Y | +246.1% | +584.7% | -338.7% | +4.2% |
| All | +265.7% | +641.8% | -376.2% | +7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling