+61.4%
AMAT vs HAL
+25.6%
+35.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.1% | -2.8% |
| 7D | -11.2% | -7.7% | -3.5% | -10.2% |
| 30D | -31.9% | +0.7% | -32.6% | -31.8% |
| 3M | -32.3% | +2.5% | -34.8% | -32.5% |
| 6M | -5.4% | -20.7% | +15.3% | -2.1% |
| YTD | +44.3% | +18.4% | +25.9% | +36.2% |
| 1Y | +61.4% | +25.6% | +35.8% | +51.3% |
| All | +61.4% | +25.6% | +35.8% | +51.3% |
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 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