+1,330.6%
HST vs COO
+5,988.7%
-4,658.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -1.0% | -2.2% | +1.2% | -0.8% |
| 30D | -12.3% | -7.0% | -5.2% | -11.5% |
| 3M | -6.4% | +12.2% | -18.6% | -7.7% |
| 6M | +15.0% | -15.1% | +30.1% | +17.0% |
| YTD | +30.5% | -15.1% | +45.6% | +32.8% |
| 1Y | +35.7% | +2.3% | +33.3% | +35.0% |
| 3Y | +68.4% | -23.7% | +92.1% | +72.2% |
| 5Y | +73.1% | -38.9% | +112.1% | +80.9% |
| 10Y | +92.7% | +49.9% | +42.8% | +84.9% |
| All | +1,330.6% | +5,988.7% | -4,658.1% | +1,040.2% |
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