+51.1%
COF vs HAS
+10.2%
+40.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -1.6% |
| 7D | +1.2% | -3.1% | +4.3% | +2.5% |
| 30D | -1.4% | -2.7% | +1.3% | -0.4% |
| 3M | +19.0% | +8.9% | +10.1% | +14.6% |
| 6M | +14.9% | -2.9% | +17.8% | +14.9% |
| YTD | -10.7% | +12.6% | -23.3% | -16.0% |
| 1Y | -1.3% | +17.5% | -18.7% | -8.9% |
| 3Y | +124.3% | +46.2% | +78.1% | +87.0% |
| 5Y | +51.1% | +12.6% | +38.6% | +55.6% |
| All | +51.1% | +10.2% | +40.9% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling