+58.5%
COP vs HAL
+17.0%
+41.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -6.1% | -6.5% | +0.4% | -2.2% |
| 30D | +1.1% | -2.1% | +3.2% | +2.6% |
| 3M | +10.9% | -4.9% | +15.8% | +14.2% |
| 6M | +20.8% | -19.3% | +40.1% | +36.9% |
| YTD | +48.0% | +14.3% | +33.7% | +32.6% |
| 1Y | +58.5% | +17.3% | +41.2% | +39.5% |
| All | +58.5% | +17.0% | +41.5% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling