-16.8%
HAL vs COO
+40.2%
-57.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +3.8% |
| 7D | -0.2% | -2.3% | +2.1% | +0.7% |
| 30D | +1.0% | +13.3% | -12.3% | -4.3% |
| 3M | -2.1% | -18.1% | +16.0% | +4.9% |
| 6M | -17.5% | +6.7% | -24.2% | -21.8% |
| YTD | +18.1% | -23.2% | +41.4% | +28.8% |
| 1Y | +19.7% | -12.3% | +32.0% | +22.7% |
| 3Y | -7.9% | -23.6% | +15.6% | -4.3% |
| 5Y | +53.1% | -38.7% | +91.8% | +72.0% |
| 10Y | -16.8% | +42.2% | -59.0% | -16.6% |
| All | -16.8% | +40.2% | -57.0% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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