+68.1%
COST vs HAL
-4.5%
+72.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | -2.8% | -1.3% | -1.5% | -2.7% |
| 30D | -5.3% | +10.9% | -16.2% | -5.7% |
| 3M | -6.7% | -5.8% | -0.8% | -6.4% |
| 6M | -9.9% | +8.1% | -18.1% | -10.2% |
| YTD | +5.1% | +33.2% | -28.1% | +3.7% |
| 1Y | -7.3% | +74.2% | -81.5% | -9.7% |
| All | +68.1% | -4.5% | +72.6% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling