+96,674.4%
AMAT vs HAL
+500.8%
+96,173.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.3% | -10.3% | -12.6% |
| 7D | -24.3% | -11.1% | -13.2% | -21.6% |
| 30D | -39.8% | -2.4% | -37.3% | -39.3% |
| 3M | -40.2% | +0.8% | -41.0% | -40.6% |
| 6M | -22.1% | -22.8% | +0.7% | -16.7% |
| YTD | +24.7% | +14.5% | +10.2% | +18.4% |
| 1Y | +33.3% | +20.2% | +13.1% | +24.7% |
| 3Y | +133.9% | -15.2% | +149.0% | +136.6% |
| 5Y | +117.1% | +42.5% | +74.5% | +81.5% |
| 10Y | +1,158.7% | -16.5% | +1,175.1% | +960.5% |
| All | +96,674.4% | +500.8% | +96,173.6% | +36,456.0% |
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