+256.3%
HL vs COP
+32.4%
+223.9%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.0% | -5.5% |
| 7D | -7.6% | +3.4% | -11.0% | -7.7% |
| 30D | -17.5% | -0.6% | -16.9% | -17.7% |
| 3M | -26.2% | +10.8% | -37.0% | -27.0% |
| 6M | -35.1% | +19.6% | -54.7% | -36.2% |
| YTD | -30.4% | +52.9% | -83.3% | -36.8% |
| 1Y | -14.0% | +62.2% | -76.2% | -23.3% |
| All | +256.3% | +32.4% | +223.9% | +249.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling