+47.7%
HAS vs COO
-40.4%
+88.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +1.4% | +0.5% | +0.9% | +1.2% |
| 30D | +26.3% | +14.2% | +12.1% | +20.0% |
| 3M | +25.6% | -18.2% | +43.8% | +34.9% |
| 6M | +30.3% | +5.3% | +24.9% | +25.4% |
| YTD | +50.4% | -23.6% | +73.9% | +65.4% |
| 1Y | +57.7% | -12.7% | +70.4% | +63.5% |
| 3Y | +213.4% | -24.2% | +237.6% | +230.1% |
| All | +47.7% | -40.4% | +88.1% | +66.6% |
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