-5.1%
COF vs HUT
-2.9%
-2.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -23.2% | +22.1% | -0.1% |
| 7D | +0.7% | -29.5% | +30.2% | +2.1% |
| 30D | +5.7% | -45.2% | +50.9% | +8.3% |
| 3M | -6.7% | -51.6% | +44.9% | -4.0% |
| 6M | +9.5% | -37.3% | +46.8% | +8.7% |
| YTD | -13.9% | +6.5% | -20.4% | -18.7% |
| 1Y | -5.1% | +1.7% | -6.8% | -10.2% |
| All | -5.1% | -2.9% | -2.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 1y: compounded portfolio wealth divided by compounded HUT 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…
1y analysis · Full analysis span regression · 6 months rolling