+104.7%
COST vs HBM
+336.0%
-231.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | +0.4% |
| 7D | -2.5% | -3.7% | +1.2% | -2.3% |
| 30D | -4.4% | -3.7% | -0.8% | -4.3% |
| 3M | -8.1% | +8.0% | -16.1% | -8.8% |
| 6M | -9.2% | +15.8% | -25.0% | -11.0% |
| YTD | +5.1% | +34.4% | -29.3% | +1.5% |
| 1Y | -5.1% | +98.2% | -103.2% | -11.7% |
| 3Y | +70.4% | +476.6% | -406.2% | +39.6% |
| 5Y | +104.7% | +331.1% | -226.4% | +71.8% |
| All | +104.7% | +336.0% | -231.3% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 5y: compounded portfolio wealth divided by compounded HBM 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…
5y analysis · Full analysis span regression · 6 months rolling