+51.6%
COP vs HAL
+71.2%
-19.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -0.8% | +0.5% | -1.3% | -1.1% |
| 30D | +15.6% | +15.9% | -0.3% | +7.1% |
| 3M | +14.3% | -8.7% | +23.1% | +19.3% |
| 6M | +17.0% | +9.0% | +7.9% | +12.2% |
| YTD | +47.4% | +32.0% | +15.4% | +29.4% |
| All | +51.6% | +71.2% | -19.6% | +22.2% |
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