-18.6%
HAL vs COO
+41.2%
-59.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.6% | +0.5% |
| 7D | -12.0% | +4.7% | -16.7% | -13.8% |
| 30D | +0.3% | +13.9% | -13.6% | -5.2% |
| 3M | -1.6% | -14.9% | +13.3% | +3.9% |
| 6M | -20.5% | +2.0% | -22.5% | -23.2% |
| YTD | +14.2% | -23.9% | +38.1% | +25.0% |
| 1Y | +18.9% | -9.6% | +28.5% | +20.1% |
| 3Y | -13.7% | -25.4% | +11.7% | -9.3% |
| 5Y | +42.2% | -41.2% | +83.4% | +63.3% |
| All | -18.6% | +41.2% | -59.8% | -18.9% |
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