+73.7%
HST vs COO
-39.5%
+113.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.1% |
| 7D | +2.0% | -2.3% | +4.3% | +2.9% |
| 30D | -5.2% | -8.8% | +3.6% | -1.9% |
| 3M | -6.2% | +1.3% | -7.6% | -7.1% |
| 6M | +20.4% | -11.6% | +32.0% | +25.7% |
| YTD | +30.6% | -17.4% | +48.0% | +40.0% |
| 1Y | +37.4% | -1.6% | +39.0% | +36.6% |
| 3Y | +66.1% | -22.6% | +88.8% | +75.4% |
| 5Y | +73.7% | -40.3% | +114.1% | +94.0% |
| All | +73.7% | -39.5% | +113.2% | +94.0% |
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 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