+4,560.7%
COP vs HAS
+4,652.9%
-92.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -11.5% | -0.2% | -11.4% | -11.5% |
| 30D | +5.0% | +31.0% | -26.1% | -1.5% |
| 3M | +17.5% | +30.7% | -13.2% | +10.3% |
| 6M | +16.2% | +23.9% | -7.7% | +9.9% |
| YTD | +48.8% | +48.3% | +0.5% | +34.0% |
| 1Y | +64.1% | +60.2% | +3.9% | +45.1% |
| 3Y | +25.7% | +189.2% | -163.6% | -4.5% |
| 5Y | +114.4% | +50.4% | +63.9% | +85.5% |
| 10Y | +331.7% | +104.2% | +227.5% | +237.7% |
| All | +4,560.7% | +4,652.9% | -92.2% | +2,039.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling