+16.2%
COP vs HAL
-20.6%
+36.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.8% |
| 7D | -11.5% | -12.0% | +0.4% | -4.4% |
| 30D | +5.0% | +0.3% | +4.7% | +5.2% |
| 3M | +17.5% | -1.6% | +19.1% | +18.8% |
| 6M | +16.2% | -20.5% | +36.7% | +32.9% |
| All | +16.2% | -20.6% | +36.8% | +32.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling