+249.3%
HL vs COO
-44.2%
+293.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.2% | +8.1% | +5.2% |
| 7D | +0.4% | -9.0% | +9.3% | +5.3% |
| 30D | +18.8% | -16.8% | +35.7% | +30.7% |
| 3M | +43.7% | -7.5% | +51.2% | +48.7% |
| 6M | -1.0% | -16.3% | +15.2% | +7.8% |
| YTD | +8.7% | -22.5% | +31.3% | +24.3% |
| 1Y | +105.0% | -7.0% | +112.0% | +110.7% |
| 3Y | +427.3% | -27.5% | +454.7% | +504.0% |
| 5Y | +249.3% | -43.3% | +292.6% | +278.7% |
| All | +249.3% | -44.2% | +293.5% | +278.7% |
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