+261.2%
HL vs COP
+344.8%
-83.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.4% | -4.4% | -4.1% |
| 7D | -5.6% | +1.0% | -6.6% | -5.9% |
| 30D | +12.7% | +9.6% | +3.2% | +9.0% |
| 3M | +42.5% | +15.0% | +27.5% | +34.3% |
| 6M | -9.0% | +21.8% | -30.8% | -17.4% |
| YTD | +4.4% | +49.6% | -45.2% | -13.2% |
| 1Y | +82.7% | +49.9% | +32.8% | +51.1% |
| 3Y | +406.3% | +22.6% | +383.7% | +345.1% |
| 5Y | +238.2% | +193.6% | +44.6% | +108.9% |
| All | +261.2% | +344.8% | -83.6% | +81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling