+137,736.4%
AMAT vs HAL
+597.8%
+137,138.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +4.9% | +4.5% |
| 7D | -1.5% | +2.9% | -4.4% | -2.4% |
| 30D | -14.8% | +17.0% | -31.8% | -18.8% |
| 3M | -9.3% | -9.7% | +0.4% | -7.0% |
| 6M | +27.4% | +8.6% | +18.8% | +23.4% |
| YTD | +77.6% | +33.0% | +44.6% | +61.7% |
| 1Y | +188.9% | +68.3% | +120.6% | +144.4% |
| 3Y | +202.3% | +0.1% | +202.2% | +191.0% |
| 5Y | +248.9% | +102.6% | +146.3% | +163.2% |
| 10Y | +1,585.2% | +3.8% | +1,581.4% | +1,235.2% |
| All | +137,736.4% | +597.8% | +137,138.6% | +49,820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling