+338.5%
COP vs HLT
+590.2%
-251.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | -1.6% | +3.9% | +3.1% |
| 30D | +8.6% | -5.0% | +13.6% | +11.1% |
| 3M | +19.9% | -10.4% | +30.2% | +25.5% |
| 6M | +19.0% | +3.2% | +15.8% | +14.6% |
| YTD | +50.0% | +6.7% | +43.2% | +41.4% |
| 1Y | +50.5% | +10.3% | +40.2% | +38.9% |
| 3Y | +25.2% | +99.3% | -74.1% | -17.5% |
| 5Y | +194.3% | +143.7% | +50.6% | +62.7% |
| All | +338.5% | +590.2% | -251.7% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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