+95.0%
COF vs HST
+92.1%
+3.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -3.1% |
| 7D | -6.2% | +0.6% | -6.7% | -6.8% |
| 30D | -1.7% | +14.5% | -16.2% | -10.5% |
| 3M | -10.2% | +15.4% | -25.7% | -18.8% |
| 6M | +4.2% | +22.0% | -17.8% | -10.0% |
| YTD | -18.2% | +54.9% | -73.1% | -40.3% |
| 1Y | -9.7% | +54.0% | -63.7% | -33.9% |
| 3Y | +95.0% | +90.4% | +4.6% | +18.8% |
| All | +95.0% | +92.1% | +3.0% | +18.8% |
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