+66.0%
AMAT vs HAL
+20.4%
+45.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.5% |
| 7D | +19.3% | +2.6% | +16.7% | +18.7% |
| 30D | -17.9% | -0.1% | -17.8% | -17.7% |
| 3M | -30.4% | -1.1% | -29.3% | -30.1% |
| 6M | -11.4% | -20.7% | +9.3% | -7.9% |
| YTD | +48.8% | +17.5% | +31.2% | +38.7% |
| 1Y | +66.0% | +24.1% | +41.9% | +52.9% |
| All | +66.0% | +20.4% | +45.7% | +52.9% |
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