+147.1%
AMAT vs HAL
+58.8%
+88.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.1% | -5.9% | -3.7% |
| 7D | +11.4% | +6.1% | +5.3% | +9.4% |
| 30D | -17.0% | +2.9% | -19.9% | -17.7% |
| 3M | -30.6% | +3.3% | -34.0% | -31.5% |
| 6M | -14.9% | -16.9% | +2.0% | -10.6% |
| YTD | +44.7% | +21.2% | +23.5% | +34.3% |
| 1Y | +66.9% | +27.5% | +39.3% | +52.3% |
| 3Y | +153.3% | -6.4% | +159.7% | +143.6% |
| All | +147.1% | +58.8% | +88.3% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling