+43.1%
COF vs HAL
+99.2%
-56.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | -5.1% | -3.3% | -1.8% | -4.1% |
| 30D | -6.0% | +8.2% | -14.2% | -8.5% |
| 3M | +14.8% | -9.4% | +24.3% | +17.8% |
| 6M | +15.3% | +0.6% | +14.7% | +12.8% |
| YTD | -13.0% | +28.6% | -41.6% | -22.7% |
| 1Y | -5.7% | +63.9% | -69.6% | -24.2% |
| 3Y | +118.1% | -7.1% | +125.3% | +108.2% |
| All | +43.1% | +99.2% | -56.0% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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