+50.5%
COP vs HLT
+12.2%
+38.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | -1.6% | +3.9% | +1.9% |
| 30D | +8.6% | -5.0% | +13.6% | +7.2% |
| 3M | +19.9% | -10.4% | +30.2% | +16.8% |
| 6M | +19.0% | +3.2% | +15.8% | +18.2% |
| YTD | +50.0% | +6.7% | +43.2% | +47.8% |
| 1Y | +50.5% | +10.3% | +40.2% | +46.6% |
| All | +50.5% | +12.2% | +38.3% | +46.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling