+126.7%
AMAT vs HAL
+41.5%
+85.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.3% | +4.5% | +4.3% |
| 7D | -14.7% | -12.0% | -2.7% | -11.3% |
| 30D | -36.1% | +0.3% | -36.4% | -36.1% |
| 3M | -36.9% | -1.6% | -35.2% | -36.8% |
| 6M | -22.2% | -20.5% | -1.7% | -17.1% |
| YTD | +29.9% | +14.2% | +15.7% | +22.7% |
| 1Y | +43.3% | +18.9% | +24.4% | +33.4% |
| 3Y | +142.7% | -13.7% | +156.4% | +138.9% |
| All | +126.7% | +41.5% | +85.2% | +78.9% |
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