+5,862.8%
COF vs HST
+679.3%
+5,183.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +1.8% | -1.0% | +2.9% | +2.4% |
| 30D | -0.6% | -12.3% | +11.7% | +6.9% |
| 3M | +20.3% | -6.4% | +26.7% | +24.5% |
| 6M | +13.0% | +15.0% | -2.0% | +3.7% |
| YTD | -8.3% | +30.5% | -38.8% | -21.7% |
| 1Y | -1.5% | +35.7% | -37.1% | -18.0% |
| 3Y | +122.3% | +68.4% | +53.9% | +61.9% |
| 5Y | +52.5% | +73.1% | -20.6% | +7.1% |
| 10Y | +264.9% | +92.7% | +172.1% | +131.3% |
| All | +5,862.8% | +679.3% | +5,183.5% | +1,743.3% |
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 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