+129.9%
COF vs HUT
+221.4%
-91.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.1% | +7.9% | +1.4% |
| 7D | -3.4% | +9.3% | -12.7% | -4.2% |
| 30D | +0.4% | -23.1% | +23.5% | +1.9% |
| 3M | -12.5% | -30.6% | +18.1% | -11.0% |
| 6M | +8.3% | -46.9% | +55.2% | +11.5% |
| YTD | -18.6% | +25.3% | -43.9% | -24.0% |
| 1Y | -8.6% | +59.8% | -68.4% | -17.3% |
| 3Y | +94.7% | +467.2% | -372.5% | +44.7% |
| 5Y | +35.3% | -24.6% | +60.0% | +7.9% |
| All | +129.9% | +221.4% | -91.5% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling