+245.8%
QCOM vs HAL
-17.4%
+263.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.4% | -1.6% | +0.9% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | +1.2% | +1.0% | +0.2% | +0.9% |
| 3M | +9.1% | -2.1% | +11.3% | +9.5% |
| 6M | -25.0% | -17.5% | -7.5% | -21.6% |
| YTD | +4.8% | +18.1% | -13.3% | -1.2% |
| 1Y | +3.6% | +19.7% | -16.1% | -2.7% |
| 3Y | +51.5% | -7.9% | +59.4% | +48.7% |
| 5Y | +19.7% | +53.1% | -33.3% | -0.6% |
| 10Y | +245.8% | -16.8% | +262.6% | +190.2% |
| All | +245.8% | -17.4% | +263.2% | +190.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling