+0.8%
HL vs COO
+5,381.5%
-5,380.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.9% |
| 7D | -11.1% | +0.5% | -11.6% | -11.2% |
| 30D | -12.1% | +14.2% | -26.2% | -13.3% |
| 3M | -26.1% | -18.2% | -7.9% | -24.7% |
| 6M | -37.7% | +5.3% | -43.1% | -38.3% |
| YTD | -31.7% | -23.6% | -8.1% | -30.0% |
| 1Y | -11.6% | -12.7% | +1.0% | -10.6% |
| 3Y | +249.6% | -24.2% | +273.8% | +258.2% |
| 5Y | +108.5% | -40.0% | +148.5% | +118.3% |
| 10Y | +127.0% | +41.6% | +85.4% | +121.3% |
| All | +0.8% | +5,381.5% | -5,380.7% | -27.3% |
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