+4,492.0%
COP vs HST
+1,330.6%
+3,161.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | +3.0% | -1.0% | +4.0% | +3.3% |
| 30D | +17.5% | -12.3% | +29.7% | +21.4% |
| 3M | +13.4% | -6.4% | +19.7% | +14.9% |
| 6M | +17.7% | +15.0% | +2.7% | +12.3% |
| YTD | +46.6% | +30.5% | +16.1% | +35.0% |
| 1Y | +44.6% | +35.7% | +8.9% | +31.5% |
| 3Y | +20.7% | +68.4% | -47.7% | +2.6% |
| 5Y | +185.0% | +73.1% | +111.9% | +136.4% |
| 10Y | +347.0% | +92.7% | +254.3% | +256.4% |
| All | +4,492.0% | +1,330.6% | +3,161.3% | +2,024.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling