+104.7%
COST vs HAL
+102.8%
+1.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.9% | +2.8% | +0.2% |
| 7D | -2.5% | -3.3% | +0.8% | -2.3% |
| 30D | -4.4% | +7.2% | -11.7% | -5.0% |
| 3M | -8.1% | -8.8% | +0.7% | -7.5% |
| 6M | -9.2% | +3.0% | -12.2% | -9.6% |
| YTD | +5.1% | +29.4% | -24.3% | +2.9% |
| 1Y | -5.1% | +62.8% | -67.9% | -8.8% |
| 3Y | +70.4% | -6.4% | +76.8% | +69.3% |
| 5Y | +104.7% | +103.6% | +1.1% | +98.4% |
| All | +104.7% | +102.8% | +1.9% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling