+40.5%
CSCO vs HAL
+20.4%
+20.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.3% |
| 7D | +6.6% | +2.6% | +3.9% | +6.0% |
| 30D | -11.3% | -0.1% | -11.3% | -11.3% |
| 3M | -17.3% | -1.1% | -16.2% | -17.1% |
| 6M | +3.5% | -20.7% | +24.3% | +7.9% |
| YTD | +34.9% | +17.5% | +17.4% | +34.8% |
| 1Y | +40.5% | +24.1% | +16.4% | +38.1% |
| All | +40.5% | +20.4% | +20.1% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling