+112.0%
AMGN vs HAL
+112.2%
-0.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | -11.6% | -1.3% | -10.3% | -11.6% |
| 30D | -5.7% | +10.9% | -16.6% | -6.4% |
| 3M | +14.2% | -5.8% | +20.1% | +14.7% |
| 6M | +5.2% | +8.1% | -2.9% | +4.4% |
| YTD | +22.0% | +33.2% | -11.2% | +19.0% |
| 1Y | +43.6% | +74.2% | -30.5% | +36.8% |
| 3Y | +65.0% | -3.7% | +68.7% | +61.3% |
| 5Y | +112.0% | +111.9% | +0.2% | +88.5% |
| All | +112.0% | +112.2% | -0.2% | +88.5% |
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