+104.7%
CSCO vs HAL
-10.0%
+114.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | -2.9% | -7.9% | +5.0% | -1.4% |
| 30D | -16.7% | -2.1% | -14.6% | -16.3% |
| 3M | -18.4% | +0.4% | -18.9% | -18.6% |
| 6M | +2.9% | -19.2% | +22.2% | +7.0% |
| YTD | +30.4% | +14.4% | +16.1% | +26.5% |
| 1Y | +41.4% | +18.0% | +23.4% | +36.1% |
| 3Y | +104.7% | -9.7% | +114.4% | +108.4% |
| All | +104.7% | -10.0% | +114.7% | +108.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling