+8.6%
HL vs COO
+5,406.0%
-5,397.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | -5.6% | -2.3% | -3.2% | -5.3% |
| 30D | -16.2% | +13.3% | -29.4% | -17.2% |
| 3M | -20.5% | -18.1% | -2.4% | -19.0% |
| 6M | -31.7% | +6.7% | -38.4% | -32.4% |
| YTD | -26.4% | -23.2% | -3.2% | -24.6% |
| 1Y | -4.3% | -12.3% | +8.0% | -3.3% |
| 3Y | +276.9% | -23.6% | +300.4% | +285.8% |
| 5Y | +124.1% | -38.7% | +162.8% | +134.1% |
| 10Y | +144.6% | +42.2% | +102.4% | +138.4% |
| All | +8.6% | +5,406.0% | -5,397.4% | -21.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling