+101.9%
HAS vs COO
+40.7%
+61.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +0.6% |
| 7D | +2.2% | +4.3% | -2.1% | +0.3% |
| 30D | +29.6% | +17.6% | +12.0% | +20.8% |
| 3M | +30.3% | -13.9% | +44.1% | +37.6% |
| 6M | +25.6% | +6.6% | +19.1% | +19.9% |
| YTD | +50.8% | -22.0% | +72.8% | +65.4% |
| 1Y | +63.0% | -8.8% | +71.8% | +66.1% |
| 3Y | +211.6% | -21.5% | +233.1% | +226.6% |
| 5Y | +50.4% | -41.0% | +91.4% | +77.5% |
| 10Y | +101.9% | +40.9% | +61.0% | +78.8% |
| All | +101.9% | +40.7% | +61.2% | +78.8% |
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