+4,324.2%
HAS vs COO
+5,456.7%
-1,132.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | 0.0% | +5.3% | -5.3% | -0.5% |
| 30D | +31.3% | +12.5% | +18.8% | +30.0% |
| 3M | +32.1% | -15.1% | +47.3% | +33.7% |
| 6M | +28.1% | +3.7% | +24.4% | +27.4% |
| YTD | +49.1% | -22.5% | +71.6% | +52.0% |
| 1Y | +60.5% | -7.8% | +68.3% | +61.2% |
| 3Y | +183.9% | -24.1% | +208.0% | +188.7% |
| 5Y | +51.2% | -40.1% | +91.3% | +56.4% |
| 10Y | +105.3% | +44.7% | +60.6% | +100.8% |
| All | +4,324.2% | +5,456.7% | -1,132.6% | +3,399.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling