+6,616.3%
ABT vs HAL
+516.7%
+6,099.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -5.6% | +2.6% | -8.2% | -5.9% |
| 30D | +5.2% | -0.1% | +5.3% | +5.1% |
| 3M | -2.7% | -1.1% | -1.6% | -2.8% |
| 6M | +28.8% | -20.7% | +49.6% | +31.6% |
| YTD | -12.3% | +17.5% | -29.8% | -14.3% |
| 1Y | -14.7% | +24.1% | -38.8% | -17.2% |
| 3Y | +21.6% | -8.4% | +30.0% | +20.1% |
| 5Y | -7.8% | +53.2% | -61.0% | -15.8% |
| 10Y | +222.5% | -17.2% | +239.7% | +191.7% |
| All | +6,616.3% | +516.7% | +6,099.6% | +4,179.3% |
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