+6.2%
COF vs HUT
-37.9%
+44.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.8% |
| 7D | -5.0% | +34.9% | -39.9% | -5.1% |
| 30D | -2.3% | -25.9% | +23.6% | -2.1% |
| 3M | -12.7% | -31.7% | +19.1% | -12.4% |
| 6M | +6.2% | -42.2% | +48.5% | +6.5% |
| All | +6.2% | -37.9% | +44.1% | +6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling