+263.7%
QCOM vs HAL
+1.7%
+262.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | +5.1% | +0.5% | +4.6% | +4.9% |
| 30D | +4.3% | +15.9% | -11.7% | +0.1% |
| 3M | -19.6% | -8.7% | -10.9% | -18.0% |
| 6M | +29.5% | +9.0% | +20.4% | +25.4% |
| YTD | +3.4% | +32.0% | -28.6% | -5.2% |
| 1Y | +10.9% | +72.5% | -61.6% | -5.8% |
| 3Y | +74.8% | -4.5% | +79.3% | +69.7% |
| 5Y | +36.2% | +109.7% | -73.5% | +3.9% |
| 10Y | +263.7% | +1.2% | +262.5% | +182.6% |
| All | +263.7% | +1.7% | +262.1% | +182.6% |
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