+250.3%
COF vs HAS
+54.3%
+196.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.8% |
| 7D | -2.7% | -4.8% | +2.2% | -0.4% |
| 30D | -3.4% | -5.1% | +1.8% | -1.1% |
| 3M | +15.4% | +6.4% | +9.0% | +11.6% |
| 6M | +14.4% | -5.6% | +20.1% | +16.0% |
| YTD | -12.0% | +11.0% | -22.9% | -17.4% |
| 1Y | -3.7% | +16.8% | -20.5% | -12.0% |
| 3Y | +121.1% | +44.0% | +77.0% | +76.7% |
| 5Y | +47.8% | +11.0% | +36.8% | +31.8% |
| 10Y | +250.3% | +56.0% | +194.3% | +160.0% |
| All | +250.3% | +54.3% | +196.1% | +160.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling