+71.6%
HST vs COO
-41.6%
+113.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.6% |
| 7D | -2.7% | +4.7% | -7.4% | -4.3% |
| 30D | +10.7% | +13.9% | -3.2% | +5.5% |
| 3M | +6.3% | -14.9% | +21.2% | +11.9% |
| 6M | +19.0% | +2.0% | +16.9% | +16.0% |
| YTD | +47.0% | -23.9% | +70.9% | +61.1% |
| 1Y | +53.4% | -9.6% | +63.1% | +56.8% |
| 3Y | +78.0% | -25.4% | +103.4% | +87.9% |
| All | +71.6% | -41.6% | +113.2% | +97.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling