+49,194.2%
QCOM vs HAL
+740.4%
+48,453.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.4% | -12.0% | +12.3% | +3.4% |
| 30D | -6.6% | +0.3% | -6.9% | -6.7% |
| 3M | +3.7% | -1.6% | +5.3% | +3.8% |
| 6M | -13.3% | -20.5% | +7.2% | -9.1% |
| YTD | -1.8% | +14.2% | -16.0% | -5.9% |
| 1Y | -2.5% | +18.9% | -21.4% | -7.5% |
| 3Y | +47.0% | -13.7% | +60.7% | +47.7% |
| 5Y | +13.1% | +42.2% | -29.1% | -1.9% |
| 10Y | +224.7% | -16.7% | +241.4% | +179.4% |
| All | +49,194.2% | +740.4% | +48,453.8% | +19,459.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling