+5,862.8%
COF vs HAS
+1,318.8%
+4,544.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +1.8% | -1.8% | +3.6% | +2.6% |
| 30D | -0.6% | +2.3% | -2.8% | -1.6% |
| 3M | +20.3% | +10.4% | +9.9% | +14.7% |
| 6M | +13.0% | -3.2% | +16.3% | +13.3% |
| YTD | -8.3% | +15.4% | -23.7% | -15.1% |
| 1Y | -1.5% | +18.8% | -20.3% | -10.1% |
| 3Y | +122.3% | +43.9% | +78.3% | +79.6% |
| 5Y | +52.5% | +13.9% | +38.6% | +33.9% |
| 10Y | +264.9% | +56.4% | +208.5% | +162.1% |
| All | +5,862.8% | +1,318.8% | +4,544.0% | +1,694.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling