+5,709.6%
COF vs HAL
+637.3%
+5,072.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.3% |
| 7D | +1.2% | +0.5% | +0.8% | +1.1% |
| 30D | -1.4% | +15.9% | -17.3% | -6.6% |
| 3M | +19.0% | -8.7% | +27.7% | +21.8% |
| 6M | +14.9% | +9.0% | +5.8% | +9.3% |
| YTD | -10.7% | +32.0% | -42.7% | -21.0% |
| 1Y | -1.3% | +72.5% | -73.7% | -21.2% |
| 3Y | +124.3% | -4.5% | +128.9% | +116.7% |
| 5Y | +51.1% | +109.7% | -58.5% | +5.1% |
| 10Y | +252.4% | +1.2% | +251.2% | +172.5% |
| All | +5,709.6% | +637.3% | +5,072.3% | +2,041.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling