+188.1%
COF vs HAS
+106.0%
+82.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.2% |
| 7D | -4.5% | +2.0% | -6.5% | -5.3% |
| 30D | -2.0% | +30.9% | -32.9% | -13.6% |
| 3M | -9.7% | +28.8% | -38.5% | -19.9% |
| 6M | +8.0% | +32.3% | -24.3% | -6.3% |
| YTD | -17.7% | +54.7% | -72.4% | -33.9% |
| 1Y | -9.3% | +63.2% | -72.6% | -29.0% |
| 3Y | +96.3% | +220.7% | -124.4% | +7.6% |
| 5Y | +37.0% | +53.3% | -16.4% | +5.5% |
| 10Y | +188.1% | +104.2% | +83.9% | +84.0% |
| All | +188.1% | +106.0% | +82.1% | +84.0% |
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