+198,812.8%
CSCO vs HAL
+448.4%
+198,364.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | -6.5% | +1.8% | -3.3% |
| 30D | -17.1% | -2.1% | -15.0% | -16.7% |
| 3M | -19.6% | -4.9% | -14.8% | -18.9% |
| 6M | +2.4% | -19.3% | +21.7% | +6.8% |
| YTD | +29.8% | +14.3% | +15.5% | +25.0% |
| 1Y | +38.7% | +17.3% | +21.4% | +32.7% |
| 3Y | +101.3% | -10.9% | +112.2% | +99.9% |
| 5Y | +94.8% | +47.4% | +47.4% | +66.3% |
| 10Y | +324.2% | -20.8% | +345.0% | +265.5% |
| All | +198,812.8% | +448.4% | +198,364.4% | +83,314.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling