+68.5%
COST vs HL
+391.6%
-323.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.3% |
| 7D | -1.2% | -4.4% | +3.2% | -1.2% |
| 30D | -4.7% | +9.3% | -14.0% | -4.9% |
| 3M | -7.1% | +32.0% | -39.1% | -7.6% |
| 6M | -8.5% | -6.4% | -2.1% | -8.3% |
| YTD | +5.4% | +3.1% | +2.2% | +5.1% |
| 1Y | -5.6% | +77.6% | -83.2% | -7.8% |
| 3Y | +68.5% | +392.8% | -324.3% | +53.4% |
| All | +68.5% | +391.6% | -323.1% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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