+2.6%
HAL vs CGNX
+193.6%
-191.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.1% | -4.7% | -2.0% |
| 7D | -3.3% | +3.2% | -6.5% | -4.4% |
| 30D | +8.2% | +6.0% | +2.2% | +5.8% |
| 3M | -9.4% | +3.5% | -13.0% | -11.9% |
| 6M | +0.6% | +26.3% | -25.7% | -9.8% |
| YTD | +28.6% | +79.2% | -50.7% | -2.7% |
| 1Y | +63.9% | +43.8% | +20.1% | +33.6% |
| 3Y | -7.1% | +52.0% | -59.1% | -30.2% |
| 5Y | +102.3% | -24.0% | +126.4% | +95.2% |
| All | +2.6% | +193.6% | -191.0% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 10y: compounded portfolio wealth divided by compounded CGNX 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…
10y analysis · Full analysis span regression · 6 months rolling