+52.4%
COP vs HWM
+30.1%
+22.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.7% | +11.3% | -1.5% |
| 7D | -0.8% | -9.2% | +8.3% | -2.6% |
| 30D | +15.6% | -17.9% | +33.4% | +11.0% |
| 3M | +14.3% | -6.0% | +20.4% | +13.6% |
| 6M | +17.0% | -7.4% | +24.3% | +17.0% |
| YTD | +47.4% | +13.1% | +34.3% | +42.4% |
| 1Y | +52.4% | +29.3% | +23.1% | +42.8% |
| All | +52.4% | +30.1% | +22.3% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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