+230.9%
QCOM vs HAL
-18.5%
+249.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.5% | +3.6% |
| 7D | +5.8% | -7.9% | +13.7% | +8.1% |
| 30D | -2.3% | -2.1% | -0.2% | -1.8% |
| 3M | +2.7% | +0.4% | +2.3% | +2.3% |
| 6M | -21.0% | -19.2% | -1.8% | -17.0% |
| YTD | +1.8% | +14.4% | -12.6% | -3.2% |
| 1Y | +2.4% | +18.0% | -15.5% | -3.5% |
| 3Y | +52.1% | -9.7% | +61.8% | +50.1% |
| 5Y | +14.6% | +40.1% | -25.5% | -2.6% |
| 10Y | +230.9% | -19.1% | +250.0% | +179.4% |
| All | +230.9% | -18.5% | +249.4% | +179.4% |
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