+124.3%
COF vs HST
+68.6%
+55.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.6% |
| 7D | +1.2% | +2.0% | -0.7% | -0.1% |
| 30D | -1.4% | -5.2% | +3.8% | +2.0% |
| 3M | +19.0% | -6.2% | +25.3% | +23.5% |
| 6M | +14.9% | +20.4% | -5.6% | +0.1% |
| YTD | -10.7% | +30.6% | -41.3% | -26.0% |
| 1Y | -1.3% | +37.4% | -38.6% | -21.3% |
| 3Y | +124.3% | +66.1% | +58.2% | +57.3% |
| All | +124.3% | +68.6% | +55.7% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling