+91.0%
AMGN vs HAL
-5.8%
+96.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.6% |
| 7D | +1.1% | +6.1% | -5.0% | +0.6% |
| 30D | +9.3% | +2.9% | +6.4% | +9.0% |
| 3M | +12.1% | +3.3% | +8.8% | +11.6% |
| 6M | +40.3% | -16.9% | +57.2% | +42.7% |
| YTD | +45.2% | +21.2% | +24.0% | +41.1% |
| 1Y | +42.4% | +27.5% | +14.9% | +37.3% |
| 3Y | +91.0% | -6.4% | +97.5% | +85.0% |
| All | +91.0% | -5.8% | +96.8% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling