+575.2%
HLT vs COO
+17.0%
+558.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -1.6% | -22.5% | +20.9% | +7.6% |
| 30D | -5.0% | -29.7% | +24.7% | +7.8% |
| 3M | -10.4% | -20.1% | +9.8% | -3.6% |
| 6M | +3.2% | -26.9% | +30.1% | +14.7% |
| YTD | +6.7% | -34.2% | +41.0% | +23.4% |
| 1Y | +10.3% | -21.3% | +31.5% | +18.2% |
| 3Y | +99.3% | -38.7% | +138.0% | +127.0% |
| 5Y | +143.7% | -52.2% | +195.9% | +203.4% |
| All | +575.2% | +17.0% | +558.3% | +525.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling