+59.1%
HL vs COP
+4,537.2%
-4,478.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.0% |
| 7D | +1.5% | +3.0% | -1.5% | 0.0% |
| 30D | +25.1% | +17.5% | +7.6% | +15.8% |
| 3M | +22.9% | +13.4% | +9.5% | +14.5% |
| 6M | -4.9% | +17.7% | -22.6% | -14.8% |
| YTD | +7.8% | +46.6% | -38.8% | -13.6% |
| 1Y | +133.9% | +44.6% | +89.3% | +87.1% |
| 3Y | +380.9% | +20.7% | +360.2% | +308.2% |
| 5Y | +230.2% | +185.0% | +45.2% | +78.7% |
| 10Y | +265.6% | +347.0% | -81.4% | +34.1% |
| All | +59.1% | +4,537.2% | -4,478.1% | -54.1% |
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 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