+310.1%
COP vs HAL
-18.9%
+329.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -6.1% | -6.5% | +0.4% | -1.9% |
| 30D | +1.1% | -2.1% | +3.2% | +2.5% |
| 3M | +10.9% | -4.9% | +15.8% | +14.3% |
| 6M | +20.8% | -19.3% | +40.1% | +37.7% |
| YTD | +48.0% | +14.3% | +33.7% | +33.7% |
| 1Y | +58.5% | +17.3% | +41.2% | +40.8% |
| 3Y | +28.1% | -10.9% | +39.0% | +31.1% |
| 5Y | +120.5% | +47.4% | +73.1% | +55.7% |
| 10Y | +310.1% | -20.8% | +330.9% | +231.6% |
| All | +310.1% | -18.9% | +329.1% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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