+197.1%
ABT vs HAL
+4.5%
+192.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.3% |
| 7D | -5.9% | -3.3% | -2.6% | -5.6% |
| 30D | -8.1% | +8.2% | -16.2% | -8.8% |
| 3M | +14.5% | -9.4% | +24.0% | +15.4% |
| 6M | -6.3% | +0.6% | -6.9% | -6.6% |
| YTD | -17.1% | +28.6% | -45.7% | -19.4% |
| 1Y | -21.4% | +63.9% | -85.3% | -25.5% |
| 3Y | +5.9% | -7.1% | +13.1% | +5.0% |
| 5Y | -12.8% | +102.3% | -115.1% | -22.6% |
| All | +197.1% | +4.5% | +192.6% | +161.2% |
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 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