+11,671.2%
COST vs HAL
+592.7%
+11,078.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -3.2% | +0.5% | -3.6% | -3.2% |
| 30D | -4.0% | +15.9% | -19.9% | -5.7% |
| 3M | -6.5% | -8.7% | +2.2% | -5.6% |
| 6M | -8.5% | +9.0% | -17.6% | -9.8% |
| YTD | +6.0% | +32.0% | -26.0% | +2.1% |
| 1Y | -5.8% | +72.5% | -78.3% | -12.4% |
| 3Y | +71.8% | -4.5% | +76.4% | +69.1% |
| 5Y | +106.2% | +109.7% | -3.4% | +80.2% |
| 10Y | +602.0% | +1.2% | +600.8% | +522.0% |
| All | +11,671.2% | +592.7% | +11,078.5% | +5,817.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling