+630.8%
HLT vs COO
+127.1%
+503.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -1.1% |
| 7D | -2.4% | -2.3% | -0.1% | -1.5% |
| 30D | -4.1% | -8.8% | +4.7% | -0.8% |
| 3M | -10.6% | +1.3% | -11.9% | -11.5% |
| 6M | +2.0% | -11.6% | +13.6% | +6.3% |
| YTD | +6.1% | -17.4% | +23.6% | +13.3% |
| 1Y | +9.8% | -1.6% | +11.4% | +9.1% |
| 3Y | +99.0% | -22.6% | +121.7% | +109.1% |
| 5Y | +151.5% | -40.3% | +191.8% | +188.8% |
| 10Y | +561.1% | +45.2% | +515.9% | +440.1% |
| All | +630.8% | +127.1% | +503.7% | +418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling