+377.3%
CSCO vs HAL
+3.0%
+374.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.2% |
| 30D | -10.7% | +10.9% | -21.6% | -12.6% |
| 3M | -8.7% | -5.8% | -2.9% | -7.9% |
| 6M | +44.9% | +8.1% | +36.8% | +42.1% |
| YTD | +44.1% | +33.2% | +10.9% | +35.5% |
| 1Y | +65.9% | +74.2% | -8.3% | +47.3% |
| 3Y | +109.0% | -3.7% | +112.7% | +104.4% |
| 5Y | +114.8% | +111.9% | +2.9% | +71.7% |
| 10Y | +377.3% | +7.4% | +370.0% | +275.4% |
| All | +377.3% | +3.0% | +374.3% | +275.4% |
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