+332.5%
HBM vs COO
-52.5%
+384.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -3.3% | -22.5% | +19.2% | +8.7% |
| 30D | -4.8% | -29.7% | +24.9% | +11.9% |
| 3M | -0.4% | -20.1% | +19.7% | +9.0% |
| 6M | +17.9% | -26.9% | +44.8% | +34.8% |
| YTD | +33.7% | -34.2% | +67.9% | +61.5% |
| 1Y | +95.6% | -21.3% | +116.8% | +112.2% |
| 3Y | +458.1% | -38.7% | +496.8% | +564.9% |
| All | +332.5% | -52.5% | +384.9% | +442.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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