-11.6%
HL vs COP
+63.9%
-75.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.6% | -3.5% | -1.2% |
| 7D | -11.1% | +4.4% | -15.5% | -9.5% |
| 30D | -12.1% | 0.0% | -12.0% | -11.7% |
| 3M | -26.1% | +15.0% | -41.1% | -21.8% |
| 6M | -37.7% | +22.0% | -59.7% | -32.0% |
| YTD | -31.7% | +55.3% | -87.0% | -25.7% |
| 1Y | -11.6% | +64.1% | -75.8% | -5.9% |
| All | -11.6% | +63.9% | -75.6% | -5.9% |
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