+53.3%
COP vs HBM
+117.5%
-64.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.1% |
| 7D | -0.5% | +5.5% | -6.0% | -0.1% |
| 30D | +11.7% | +3.3% | +8.4% | +12.0% |
| 3M | +17.7% | +12.7% | +5.0% | +19.5% |
| 6M | +18.3% | +28.2% | -9.9% | +22.2% |
| YTD | +49.1% | +45.3% | +3.8% | +51.4% |
| 1Y | +53.3% | +121.7% | -68.4% | +59.8% |
| All | +53.3% | +117.5% | -64.2% | +59.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling