+167.6%
AMAT vs HAL
+52.6%
+114.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.4% | +2.7% | +5.1% |
| 7D | +7.0% | -0.2% | +7.2% | +7.2% |
| 30D | -20.6% | +1.0% | -21.6% | -20.7% |
| 3M | -24.8% | -2.1% | -22.6% | -24.4% |
| 6M | -10.7% | -17.5% | +6.7% | -6.0% |
| YTD | +54.3% | +18.1% | +36.1% | +44.3% |
| 1Y | +73.7% | +19.7% | +54.0% | +61.6% |
| 3Y | +168.4% | -7.9% | +176.3% | +159.5% |
| 5Y | +167.6% | +53.1% | +114.5% | +103.3% |
| All | +167.6% | +52.6% | +114.9% | +103.3% |
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 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