+4,560.7%
COP vs HAL
+499.3%
+4,061.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.7% |
| 7D | -11.5% | -12.0% | +0.4% | -6.2% |
| 30D | +5.0% | +0.3% | +4.7% | +4.9% |
| 3M | +17.5% | -1.6% | +19.1% | +18.3% |
| 6M | +16.2% | -20.5% | +36.7% | +28.6% |
| YTD | +48.8% | +14.2% | +34.6% | +39.2% |
| 1Y | +64.1% | +18.9% | +45.2% | +50.9% |
| 3Y | +25.7% | -13.7% | +39.4% | +31.3% |
| 5Y | +114.4% | +42.2% | +72.2% | +78.2% |
| 10Y | +331.7% | -16.7% | +348.4% | +306.2% |
| All | +4,560.7% | +499.3% | +4,061.4% | +1,688.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling