+25.7%
COP vs HWM
+330.6%
-304.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.4% |
| 7D | -11.5% | +3.3% | -14.8% | -11.7% |
| 30D | +5.0% | -7.6% | +12.6% | +5.6% |
| 3M | +17.5% | -28.9% | +46.4% | +20.7% |
| 6M | +16.2% | -19.7% | +35.9% | +17.5% |
| YTD | +48.8% | +0.5% | +48.2% | +42.4% |
| 1Y | +64.1% | +0.3% | +63.8% | +57.0% |
| 3Y | +25.7% | +325.8% | -300.2% | -0.3% |
| All | +25.7% | +330.6% | -304.9% | -0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling