+45.4%
COF vs HUT
+78.5%
-33.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.8% | -1.2% |
| 7D | -6.1% | +2.8% | -8.9% | -6.4% |
| 30D | -5.2% | +2.1% | -7.2% | -5.8% |
| 3M | +17.0% | -14.3% | +31.3% | +17.1% |
| 6M | +12.9% | +84.2% | -71.3% | +1.4% |
| YTD | -13.5% | +97.2% | -110.8% | -24.0% |
| 1Y | -5.9% | +192.7% | -198.6% | -23.2% |
| 3Y | +117.1% | +712.6% | -595.4% | +40.1% |
| 5Y | +45.4% | +85.5% | -40.1% | -3.7% |
| All | +45.4% | +78.5% | -33.1% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling