+82.9%
HST vs COO
-39.4%
+122.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | +3.6% | -2.1% | +5.7% | +4.4% |
| 30D | +9.9% | +13.9% | -4.0% | +4.8% |
| 3M | +12.9% | -18.9% | +31.9% | +21.3% |
| 6M | +22.9% | +3.7% | +19.1% | +19.0% |
| YTD | +52.4% | -24.1% | +76.5% | +67.3% |
| 1Y | +52.5% | -14.2% | +66.7% | +59.1% |
| 3Y | +87.4% | -24.5% | +111.9% | +96.5% |
| 5Y | +82.9% | -40.4% | +123.4% | +109.9% |
| All | +82.9% | -39.4% | +122.4% | +109.9% |
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