+216.5%
QCOM vs HAL
-17.5%
+233.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.4% | -12.0% | +12.3% | +3.8% |
| 30D | -6.6% | +0.3% | -6.9% | -6.8% |
| 3M | +3.7% | -1.6% | +5.3% | +3.8% |
| 6M | -13.3% | -20.5% | +7.2% | -8.6% |
| YTD | -1.8% | +14.2% | -16.0% | -6.6% |
| 1Y | -2.5% | +18.9% | -21.4% | -8.3% |
| 3Y | +47.0% | -13.7% | +60.7% | +46.6% |
| 5Y | +13.1% | +42.2% | -29.1% | -4.2% |
| All | +216.5% | -17.5% | +233.9% | +166.2% |
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