+197.7%
COP vs HLT
+643.8%
-446.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | -0.5% | -1.5% | +1.0% | +0.2% |
| 30D | +11.7% | -1.2% | +13.0% | +12.2% |
| 3M | +17.7% | -10.3% | +28.0% | +23.1% |
| 6M | +18.3% | +1.3% | +17.1% | +15.2% |
| YTD | +49.1% | +7.0% | +42.0% | +40.6% |
| 1Y | +53.3% | +11.9% | +41.5% | +40.6% |
| 3Y | +22.2% | +100.7% | -78.5% | -18.9% |
| 5Y | +193.3% | +147.5% | +45.8% | +64.3% |
| 10Y | +340.2% | +586.5% | -246.3% | +44.4% |
| All | +197.7% | +643.8% | -446.1% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling