-14.7%
ABT vs HAL
+20.4%
-35.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | -5.6% | +2.6% | -8.2% | -5.5% |
| 30D | +5.2% | -0.1% | +5.3% | +5.0% |
| 3M | -2.7% | -1.1% | -1.6% | -2.9% |
| 6M | +28.8% | -20.7% | +49.6% | +29.7% |
| YTD | -12.3% | +17.5% | -29.8% | -15.4% |
| 1Y | -14.7% | +24.1% | -38.8% | -19.7% |
| All | -14.7% | +20.4% | -35.0% | -19.7% |
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