+25.7%
COP vs HST
+77.0%
-51.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -11.5% | -2.7% | -8.8% | -11.0% |
| 30D | +5.0% | +10.7% | -5.7% | +2.1% |
| 3M | +17.5% | +6.3% | +11.2% | +15.4% |
| 6M | +16.2% | +19.0% | -2.7% | +9.4% |
| YTD | +48.8% | +47.0% | +1.7% | +28.2% |
| 1Y | +64.1% | +53.4% | +10.6% | +38.7% |
| 3Y | +25.7% | +78.0% | -52.3% | -7.7% |
| All | +25.7% | +77.0% | -51.4% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling