-9.4%
ABT vs HAL
+112.2%
-121.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | -4.7% | -1.3% | -3.4% | -4.7% |
| 30D | -3.1% | +10.9% | -14.0% | -3.5% |
| 3M | +16.1% | -5.8% | +22.0% | +16.4% |
| 6M | -5.3% | +8.1% | -13.4% | -5.8% |
| YTD | -14.4% | +33.2% | -47.7% | -15.7% |
| 1Y | -18.4% | +74.2% | -92.6% | -20.7% |
| 3Y | +11.2% | -3.7% | +14.9% | +10.7% |
| 5Y | -9.4% | +111.9% | -121.3% | -7.7% |
| All | -9.4% | +112.2% | -121.6% | -7.7% |
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 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