+147.9%
HL vs COO
+41.7%
+106.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.7% |
| 7D | -5.6% | -2.3% | -3.2% | -4.5% |
| 30D | -16.2% | +13.3% | -29.4% | -20.8% |
| 3M | -20.5% | -18.1% | -2.4% | -13.7% |
| 6M | -31.7% | +6.7% | -38.4% | -35.4% |
| YTD | -26.4% | -23.2% | -3.2% | -18.0% |
| 1Y | -4.3% | -12.3% | +8.0% | +0.1% |
| 3Y | +276.9% | -23.6% | +300.4% | +311.3% |
| 5Y | +124.1% | -38.7% | +162.8% | +162.9% |
| All | +147.9% | +41.7% | +106.2% | +115.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling