+105.3%
HAL vs COO
-38.8%
+144.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +2.9% | -2.2% | +5.2% | +3.5% |
| 30D | +17.0% | -7.0% | +24.1% | +19.1% |
| 3M | -9.7% | +12.2% | -21.9% | -12.9% |
| 6M | +8.6% | -15.1% | +23.7% | +13.1% |
| YTD | +33.0% | -15.1% | +48.1% | +38.4% |
| 1Y | +68.3% | +2.3% | +66.0% | +65.4% |
| 3Y | +0.1% | -23.7% | +23.8% | +4.3% |
| All | +105.3% | -38.8% | +144.0% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling