+100.6%
HAS vs COO
+41.6%
+59.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +3.3% | +4.5% | -1.2% | +1.3% |
| 30D | +30.5% | +16.9% | +13.6% | +22.0% |
| 3M | +29.9% | -16.7% | +46.6% | +39.3% |
| 6M | +26.5% | +5.9% | +20.6% | +21.1% |
| YTD | +51.9% | -22.4% | +74.4% | +67.1% |
| 1Y | +60.9% | -10.1% | +71.0% | +65.0% |
| 3Y | +215.0% | -22.8% | +237.8% | +232.8% |
| 5Y | +51.5% | -41.4% | +92.9% | +79.3% |
| All | +100.6% | +41.6% | +59.0% | +75.9% |
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