+4,615.1%
COP vs HAL
+519.9%
+4,095.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.7% | +0.1% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +0.2% | +1.0% | -0.8% | -0.2% |
| 3M | +10.2% | -2.1% | +12.3% | +11.2% |
| 6M | +20.1% | -17.5% | +37.6% | +30.7% |
| YTD | +50.5% | +18.1% | +32.4% | +38.7% |
| 1Y | +56.8% | +19.7% | +37.1% | +43.6% |
| 3Y | +30.3% | -7.9% | +38.2% | +32.1% |
| 5Y | +126.8% | +53.1% | +73.8% | +82.5% |
| 10Y | +325.0% | -16.8% | +341.8% | +298.9% |
| All | +4,615.1% | +519.9% | +4,095.2% | +1,681.7% |
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