+217.1%
COF vs HUBS
+583.9%
-366.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -5.1% | -9.0% | +3.8% | -3.1% |
| 30D | -6.0% | +7.2% | -13.3% | -8.1% |
| 3M | +14.8% | +20.9% | -6.0% | +7.5% |
| 6M | +15.3% | -13.0% | +28.4% | +14.0% |
| YTD | -13.0% | -43.8% | +30.8% | -5.3% |
| 1Y | -5.7% | -54.6% | +48.9% | +7.7% |
| 3Y | +118.1% | -58.5% | +176.6% | +148.8% |
| 5Y | +46.2% | -66.4% | +112.6% | +61.5% |
| 10Y | +246.1% | +319.2% | -73.2% | +100.8% |
| All | +217.1% | +583.9% | -366.8% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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