+4,492.0%
COP vs HAL
+597.8%
+3,894.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | +3.0% | +2.9% | +0.1% | +1.6% |
| 30D | +17.5% | +17.0% | +0.4% | +9.2% |
| 3M | +13.4% | -9.7% | +23.0% | +18.3% |
| 6M | +17.7% | +8.6% | +9.1% | +12.8% |
| YTD | +46.6% | +33.0% | +13.6% | +27.9% |
| 1Y | +44.6% | +68.3% | -23.7% | +12.7% |
| 3Y | +20.7% | +0.1% | +20.6% | +17.8% |
| 5Y | +185.0% | +102.6% | +82.4% | +102.0% |
| 10Y | +347.0% | +3.8% | +343.2% | +282.7% |
| All | +4,492.0% | +597.8% | +3,894.2% | +1,543.8% |
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