+5,217.6%
COF vs HST
+824.7%
+4,392.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.6% | -4.0% | -2.9% |
| 7D | -6.2% | +0.6% | -6.7% | -6.7% |
| 30D | -1.7% | +14.5% | -16.2% | -9.4% |
| 3M | -10.2% | +15.4% | -25.7% | -17.7% |
| 6M | +4.2% | +22.0% | -17.8% | -7.8% |
| YTD | -18.2% | +54.9% | -73.1% | -37.0% |
| 1Y | -9.7% | +54.0% | -63.7% | -30.3% |
| 3Y | +95.0% | +90.4% | +4.6% | +32.3% |
| 5Y | +36.8% | +84.2% | -47.4% | -7.7% |
| 10Y | +192.6% | +144.6% | +48.0% | +61.9% |
| All | +5,217.6% | +824.7% | +4,392.9% | +1,384.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling