+320.3%
COP vs HAS
+101.4%
+218.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | -11.5% | -0.2% | -11.4% | -11.5% |
| 30D | +5.0% | +31.0% | -26.1% | -3.7% |
| 3M | +17.5% | +30.7% | -13.2% | +7.8% |
| 6M | +16.2% | +23.9% | -7.7% | +7.7% |
| YTD | +48.8% | +48.3% | +0.5% | +28.5% |
| 1Y | +64.1% | +60.2% | +3.9% | +38.0% |
| 3Y | +25.7% | +189.2% | -163.6% | -15.9% |
| 5Y | +114.4% | +50.4% | +63.9% | +76.3% |
| All | +320.3% | +101.4% | +218.9% | +203.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling