+25.2%
COP vs HLT
+99.0%
-73.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | -1.6% | +3.9% | +2.6% |
| 30D | +8.6% | -5.0% | +13.6% | +9.5% |
| 3M | +19.9% | -10.4% | +30.2% | +22.1% |
| 6M | +19.0% | +3.2% | +15.8% | +15.9% |
| YTD | +50.0% | +6.7% | +43.2% | +43.8% |
| 1Y | +50.5% | +10.3% | +40.2% | +42.3% |
| 3Y | +25.2% | +99.3% | -74.1% | +3.7% |
| All | +25.2% | +99.0% | -73.8% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling