+133.9%
HL vs COP
+46.5%
+87.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.9% |
| 7D | +1.5% | +3.0% | -1.5% | +2.6% |
| 30D | +25.1% | +17.5% | +7.6% | +32.7% |
| 3M | +22.9% | +13.4% | +9.5% | +29.8% |
| 6M | -4.9% | +17.7% | -22.6% | +0.7% |
| YTD | +7.8% | +46.6% | -38.8% | +17.0% |
| 1Y | +133.9% | +44.6% | +89.3% | +152.2% |
| All | +133.9% | +46.5% | +87.4% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling