+60.7%
COP vs HST
+76.4%
-15.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.4% | -4.9% |
| 7D | -8.1% | +3.3% | -11.5% | -7.5% |
| 30D | +6.7% | +16.4% | -9.7% | +9.8% |
| 3M | +16.9% | +5.5% | +11.4% | +18.2% |
| 6M | +11.2% | +31.1% | -20.0% | +16.5% |
| YTD | +49.5% | +55.9% | -6.4% | +54.3% |
| 1Y | +60.7% | +75.6% | -14.9% | +69.1% |
| All | +60.7% | +76.4% | -15.7% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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