+249.3%
HL vs COP
+195.6%
+53.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.5% |
| 30D | +18.8% | +11.7% | +7.1% | +14.5% |
| 3M | +43.7% | +17.7% | +26.0% | +35.0% |
| 6M | -1.0% | +18.3% | -19.4% | -8.9% |
| YTD | +8.7% | +49.1% | -40.3% | -9.9% |
| 1Y | +105.0% | +53.3% | +51.7% | +66.9% |
| 3Y | +427.3% | +22.2% | +405.1% | +368.9% |
| 5Y | +249.3% | +193.3% | +56.0% | +108.6% |
| All | +249.3% | +195.6% | +53.7% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling