+648.1%
COP vs HBM
+462.4%
+185.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.9% |
| 7D | +3.4% | +5.1% | -1.7% | +2.0% |
| 30D | -0.6% | -15.8% | +15.2% | +2.8% |
| 3M | +10.8% | -22.4% | +33.2% | +15.9% |
| 6M | +19.6% | -20.2% | +39.9% | +21.6% |
| YTD | +52.9% | +9.0% | +43.9% | +39.6% |
| 1Y | +62.2% | +27.4% | +34.8% | +42.0% |
| 3Y | +32.4% | +424.2% | -391.9% | -24.6% |
| 5Y | +129.7% | +196.1% | -66.4% | +43.5% |
| 10Y | +331.8% | +285.4% | +46.3% | +107.5% |
| All | +648.1% | +462.4% | +185.7% | +155.2% |
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