+165.0%
AMAT vs HAL
-10.0%
+175.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +0.1% | +11.2% | +11.3% |
| 7D | -1.1% | -7.9% | +6.8% | +1.7% |
| 30D | -26.9% | -2.1% | -24.9% | -26.3% |
| 3M | -31.2% | +0.4% | -31.6% | -31.6% |
| 6M | -14.7% | -19.2% | +4.5% | -8.9% |
| YTD | +44.7% | +14.4% | +30.3% | +34.5% |
| 1Y | +62.0% | +18.0% | +44.0% | +48.4% |
| 3Y | +165.0% | -9.7% | +174.7% | +149.8% |
| All | +165.0% | -10.0% | +175.0% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling