+220,352.3%
CSCO vs HAL
+538.1%
+219,814.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | -0.7% | +2.9% | -3.6% | -1.3% |
| 30D | -10.1% | +17.0% | -27.2% | -13.2% |
| 3M | -15.7% | -9.7% | -6.0% | -14.1% |
| 6M | +36.3% | +8.6% | +27.6% | +33.2% |
| YTD | +43.8% | +33.0% | +10.8% | +34.3% |
| 1Y | +63.9% | +68.3% | -4.4% | +44.8% |
| 3Y | +104.4% | +0.1% | +104.2% | +97.7% |
| 5Y | +111.4% | +102.6% | +8.7% | +68.0% |
| 10Y | +361.7% | +3.8% | +357.8% | +274.8% |
| All | +220,352.3% | +538.1% | +219,814.2% | +89,477.7% |
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