+88.8%
CSCO vs HAL
+41.5%
+47.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -10.2% | -12.0% | +1.8% | -8.3% |
| 30D | -20.1% | +0.3% | -20.3% | -20.1% |
| 3M | -22.1% | -1.6% | -20.5% | -22.0% |
| 6M | +3.2% | -20.5% | +23.7% | +6.9% |
| YTD | +24.1% | +14.2% | +9.9% | +20.9% |
| 1Y | +34.6% | +18.9% | +15.7% | +30.2% |
| 3Y | +90.0% | -13.7% | +103.7% | +88.6% |
| All | +88.8% | +41.5% | +47.3% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling