+606.1%
COST vs HAL
+4.5%
+601.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | -1.2% | -3.3% | +2.1% | -1.0% |
| 30D | -4.7% | +8.2% | -12.9% | -5.3% |
| 3M | -7.1% | -9.4% | +2.3% | -6.5% |
| 6M | -8.5% | +0.6% | -9.2% | -8.8% |
| YTD | +5.4% | +28.6% | -23.2% | +3.2% |
| 1Y | -5.6% | +63.9% | -69.5% | -9.3% |
| 3Y | +68.5% | -7.1% | +75.6% | +67.3% |
| 5Y | +105.2% | +102.3% | +2.9% | +90.3% |
| All | +606.1% | +4.5% | +601.5% | +580.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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