+158.8%
COF vs HUT
+422.3%
-263.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.0% |
| 7D | +1.8% | +17.8% | -16.0% | +0.3% |
| 30D | -0.6% | +0.8% | -1.4% | -1.0% |
| 3M | +20.3% | -26.8% | +47.1% | +22.1% |
| 6M | +13.0% | +72.6% | -59.5% | +4.8% |
| YTD | -8.3% | +103.6% | -112.0% | -17.1% |
| 1Y | -1.5% | +265.3% | -266.7% | -17.2% |
| 3Y | +122.3% | +689.4% | -567.2% | +61.6% |
| 5Y | +52.5% | +75.3% | -22.8% | +14.3% |
| All | +158.8% | +422.3% | -263.5% | +33.3% |
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