+5,156.8%
COF vs HST
+810.0%
+4,346.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.2% |
| 7D | -5.0% | +3.6% | -8.6% | -7.0% |
| 30D | -2.3% | +9.9% | -12.2% | -7.7% |
| 3M | -12.7% | +12.9% | -25.6% | -18.9% |
| 6M | +6.2% | +22.9% | -16.7% | -6.4% |
| YTD | -19.2% | +52.4% | -71.6% | -37.1% |
| 1Y | -11.5% | +52.5% | -64.0% | -31.2% |
| 3Y | +92.8% | +87.4% | +5.4% | +32.0% |
| 5Y | +34.3% | +82.9% | -48.6% | -9.0% |
| 10Y | +183.0% | +134.8% | +48.2% | +60.2% |
| All | +5,156.8% | +810.0% | +4,346.7% | +1,381.1% |
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