+242.0%
COF vs HST
+110.3%
+131.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -5.1% | +0.9% | -6.0% | -5.7% |
| 30D | -6.0% | -2.5% | -3.6% | -4.5% |
| 3M | +14.8% | -5.1% | +20.0% | +18.4% |
| 6M | +15.3% | +21.6% | -6.3% | +0.3% |
| YTD | -13.0% | +31.6% | -44.7% | -28.1% |
| 1Y | -5.7% | +36.1% | -41.9% | -24.2% |
| 3Y | +118.1% | +66.5% | +51.7% | +50.9% |
| 5Y | +46.2% | +76.6% | -30.4% | -6.1% |
| All | +242.0% | +110.3% | +131.7% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling