+4,537.5%
COP vs HAS
+4,769.2%
-231.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -6.1% | +3.3% | -9.4% | -6.8% |
| 30D | +1.1% | +30.5% | -29.4% | -5.0% |
| 3M | +10.9% | +29.9% | -18.9% | +4.3% |
| 6M | +20.8% | +26.5% | -5.8% | +13.6% |
| YTD | +48.0% | +51.9% | -3.9% | +32.6% |
| 1Y | +58.5% | +60.9% | -2.4% | +40.1% |
| 3Y | +28.1% | +215.0% | -186.9% | -4.5% |
| 5Y | +120.5% | +51.5% | +69.0% | +90.5% |
| 10Y | +310.1% | +102.2% | +207.9% | +221.2% |
| All | +4,537.5% | +4,769.2% | -231.8% | +2,017.2% |
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