+261.2%
HL vs COO
+17.5%
+243.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -14.7% | +10.7% | +2.8% |
| 7D | -5.6% | -23.3% | +17.7% | +6.0% |
| 30D | +12.7% | -29.5% | +42.2% | +31.6% |
| 3M | +42.5% | -20.0% | +62.5% | +56.1% |
| 6M | -9.0% | -27.2% | +18.2% | +3.7% |
| YTD | +4.4% | -33.9% | +38.3% | +25.0% |
| 1Y | +82.7% | -19.9% | +102.6% | +99.2% |
| 3Y | +406.3% | -38.1% | +444.4% | +511.8% |
| 5Y | +238.2% | -52.0% | +290.1% | +342.4% |
| All | +261.2% | +17.5% | +243.7% | +230.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling