+577.0%
HAL vs CGNX
+12,360.6%
-11,783.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -3.3% | +1.5% | -4.8% | -3.6% |
| 30D | +7.2% | -1.8% | +9.0% | +7.5% |
| 3M | -8.8% | +5.3% | -14.0% | -10.5% |
| 6M | +3.0% | +22.3% | -19.3% | -2.5% |
| YTD | +29.4% | +72.2% | -42.8% | +12.2% |
| 1Y | +62.8% | +39.8% | +23.0% | +46.6% |
| 3Y | -6.4% | +44.8% | -51.3% | -18.2% |
| 5Y | +103.6% | -27.0% | +130.7% | +99.9% |
| 10Y | +4.3% | +177.7% | -173.4% | -20.6% |
| All | +577.0% | +12,360.6% | -11,783.6% | +178.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling