+93.9%
QQQ vs HAL
+102.8%
-8.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | -1.3% | -3.3% | +2.0% | -0.7% |
| 30D | -1.4% | +7.2% | -8.6% | -2.5% |
| 3M | +2.3% | -8.8% | +11.1% | +3.5% |
| 6M | +16.9% | +3.0% | +13.9% | +15.6% |
| YTD | +15.6% | +29.4% | -13.8% | +9.7% |
| 1Y | +22.6% | +62.8% | -40.2% | +11.4% |
| 3Y | +93.5% | -6.4% | +100.0% | +86.9% |
| 5Y | +93.9% | +103.6% | -9.7% | +66.3% |
| All | +93.9% | +102.8% | -8.9% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling