+124.3%
COF vs HAS
+45.6%
+78.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.8% |
| 7D | +1.2% | -3.1% | +4.3% | +2.3% |
| 30D | -1.4% | -2.7% | +1.3% | -0.6% |
| 3M | +19.0% | +8.9% | +10.1% | +15.4% |
| 6M | +14.9% | -2.9% | +17.8% | +14.9% |
| YTD | -10.7% | +12.6% | -23.3% | -15.0% |
| 1Y | -1.3% | +17.5% | -18.7% | -7.5% |
| 3Y | +124.3% | +46.2% | +78.1% | +85.7% |
| All | +124.3% | +45.6% | +78.7% | +85.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling