+617.1%
COP vs HBM
+613.3%
+3.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.9% |
| 7D | +3.0% | -6.4% | +9.3% | +4.5% |
| 30D | +17.5% | +5.9% | +11.6% | +15.5% |
| 3M | +13.4% | -8.9% | +22.3% | +13.8% |
| 6M | +17.7% | +10.7% | +7.1% | +10.0% |
| YTD | +46.6% | +38.3% | +8.3% | +28.0% |
| 1Y | +44.6% | +121.3% | -76.7% | +10.6% |
| 3Y | +20.7% | +450.6% | -429.9% | -31.2% |
| 5Y | +185.0% | +338.0% | -152.9% | +62.9% |
| 10Y | +347.0% | +578.6% | -231.6% | +89.6% |
| All | +617.1% | +613.3% | +3.8% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling