+43.1%
CSCO vs HAL
+21.0%
+22.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +2.1% |
| 7D | -2.8% | -0.2% | -2.5% | -2.7% |
| 30D | -12.6% | +1.0% | -13.7% | -12.7% |
| 3M | -16.0% | -2.1% | -13.9% | -15.7% |
| 6M | +2.8% | -17.5% | +20.3% | +6.2% |
| YTD | +33.2% | +18.1% | +15.1% | +35.7% |
| 1Y | +43.1% | +19.7% | +23.4% | +46.3% |
| All | +43.1% | +21.0% | +22.1% | +46.3% |
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 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