-5.9%
ABT vs HAL
+25.6%
-31.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -3.1% | +8.7% | +5.5% |
| 7D | +12.5% | -7.7% | +20.3% | +12.4% |
| 30D | +16.1% | +0.7% | +15.4% | +15.9% |
| 3M | +10.2% | +2.5% | +7.8% | +10.0% |
| 6M | +33.7% | -20.7% | +54.4% | +34.4% |
| YTD | -5.5% | +18.4% | -23.9% | -7.7% |
| 1Y | -5.9% | +25.6% | -31.5% | -8.9% |
| All | -5.9% | +25.6% | -31.5% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling