+6,642.4%
ABT vs HAL
+597.8%
+6,044.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -3.7% | +2.9% | -6.6% | -4.0% |
| 30D | +2.5% | +17.0% | -14.6% | +0.7% |
| 3M | +20.2% | -9.7% | +29.8% | +21.2% |
| 6M | -2.9% | +8.6% | -11.6% | -4.1% |
| YTD | -11.9% | +33.0% | -44.9% | -15.0% |
| 1Y | -16.5% | +68.3% | -84.9% | -21.7% |
| 3Y | +12.1% | +0.1% | +12.0% | +9.8% |
| 5Y | -7.4% | +102.6% | -110.0% | -18.1% |
| 10Y | +210.7% | +3.8% | +206.9% | +174.4% |
| All | +6,642.4% | +597.8% | +6,044.6% | +4,145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling