+2.7%
HL vs COP
+4,737.5%
-4,734.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.0% | -6.2% |
| 7D | -7.6% | +3.4% | -11.0% | -9.1% |
| 30D | -17.5% | -0.6% | -16.9% | -18.0% |
| 3M | -26.2% | +10.8% | -37.0% | -30.6% |
| 6M | -35.1% | +19.6% | -54.7% | -42.0% |
| YTD | -30.4% | +52.9% | -83.3% | -46.0% |
| 1Y | -14.0% | +62.2% | -76.2% | -35.3% |
| 3Y | +256.3% | +32.4% | +224.0% | +186.3% |
| 5Y | +112.5% | +129.7% | -17.2% | +26.8% |
| 10Y | +131.3% | +331.8% | -200.5% | -14.2% |
| All | +2.7% | +4,737.5% | -4,734.8% | -71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling