+417.4%
HL vs COO
-23.3%
+440.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.7% | +0.2% |
| 7D | +7.1% | -2.3% | +9.4% | +8.3% |
| 30D | +21.4% | -8.8% | +30.3% | +26.8% |
| 3M | +37.4% | +1.3% | +36.1% | +35.8% |
| 6M | +0.4% | -11.6% | +12.0% | +6.7% |
| YTD | +6.7% | -17.4% | +24.1% | +18.2% |
| 1Y | +102.4% | -1.6% | +104.0% | +104.6% |
| 3Y | +417.4% | -22.6% | +440.1% | +454.5% |
| All | +417.4% | -23.3% | +440.7% | +454.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling