+100.5%
HAS vs COO
+41.2%
+59.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -0.2% | +4.7% | -4.9% | -2.2% |
| 30D | +31.0% | +13.9% | +17.1% | +23.9% |
| 3M | +30.7% | -14.9% | +45.6% | +38.7% |
| 6M | +23.9% | +2.0% | +21.9% | +20.6% |
| YTD | +48.3% | -23.9% | +72.2% | +64.4% |
| 1Y | +60.2% | -9.6% | +69.8% | +63.8% |
| 3Y | +189.2% | -25.4% | +214.6% | +210.5% |
| 5Y | +50.4% | -41.2% | +91.6% | +77.5% |
| All | +100.5% | +41.2% | +59.2% | +78.0% |
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