+325.0%
COP vs HBM
+274.8%
+50.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.7% | -1.3% | +1.9% | +0.7% |
| 30D | +0.2% | -14.8% | +15.0% | +3.4% |
| 3M | +10.2% | -20.7% | +30.9% | +14.9% |
| 6M | +20.1% | -13.9% | +34.0% | +19.8% |
| YTD | +50.5% | +10.6% | +39.9% | +35.8% |
| 1Y | +56.8% | +32.4% | +24.4% | +34.1% |
| 3Y | +30.3% | +432.0% | -401.7% | -30.9% |
| 5Y | +126.8% | +205.5% | -78.7% | +32.7% |
| 10Y | +325.0% | +291.1% | +33.9% | +75.6% |
| All | +325.0% | +274.8% | +50.1% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling