+104.2%
HAS vs COO
+40.2%
+64.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.2% |
| 7D | +2.0% | -2.3% | +4.3% | +3.0% |
| 30D | +30.9% | +13.3% | +17.6% | +24.0% |
| 3M | +28.8% | -18.1% | +46.8% | +39.0% |
| 6M | +32.3% | +6.7% | +25.6% | +26.2% |
| YTD | +54.7% | -23.2% | +77.9% | +70.8% |
| 1Y | +63.2% | -12.3% | +75.5% | +69.2% |
| 3Y | +220.7% | -23.6% | +244.2% | +240.2% |
| 5Y | +53.3% | -38.7% | +92.0% | +77.7% |
| 10Y | +104.2% | +42.2% | +62.0% | +79.9% |
| All | +104.2% | +40.2% | +64.0% | +79.9% |
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