+191.7%
COP vs HBM
+369.9%
-178.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.8% | -5.2% | -0.4% |
| 7D | -0.8% | +7.4% | -8.2% | -2.1% |
| 30D | +15.6% | +5.1% | +10.5% | +14.3% |
| 3M | +14.3% | +11.1% | +3.2% | +11.0% |
| 6M | +17.0% | +30.2% | -13.2% | +7.7% |
| YTD | +47.4% | +46.2% | +1.2% | +30.2% |
| 1Y | +52.4% | +120.0% | -67.6% | +20.4% |
| 3Y | +20.8% | +527.4% | -506.6% | -33.1% |
| 5Y | +191.7% | +400.4% | -208.7% | +67.6% |
| All | +191.7% | +369.9% | -178.2% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling