+336.7%
COP vs HAL
-13.9%
+350.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | -0.4% |
| 7D | +4.4% | +6.1% | -1.7% | +0.4% |
| 30D | 0.0% | +2.9% | -2.9% | -1.9% |
| 3M | +15.0% | +3.3% | +11.7% | +12.3% |
| 6M | +22.0% | -16.9% | +38.9% | +36.5% |
| YTD | +55.3% | +21.2% | +34.2% | +35.1% |
| 1Y | +64.1% | +27.5% | +36.6% | +38.1% |
| 3Y | +34.1% | -6.4% | +40.5% | +32.8% |
| 5Y | +133.4% | +58.0% | +75.4% | +57.6% |
| All | +336.7% | -13.9% | +350.6% | +235.9% |
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