+64,930.0%
AMGN vs HAL
+535.9%
+64,394.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -0.7% |
| 7D | +1.1% | +6.1% | -5.0% | +0.3% |
| 30D | +9.3% | +2.9% | +6.4% | +8.8% |
| 3M | +12.1% | +3.3% | +8.8% | +11.3% |
| 6M | +40.3% | -16.9% | +57.2% | +43.3% |
| YTD | +45.2% | +21.2% | +24.0% | +40.1% |
| 1Y | +42.4% | +27.5% | +14.9% | +36.3% |
| 3Y | +91.0% | -6.4% | +97.5% | +88.0% |
| 5Y | +157.4% | +58.0% | +99.4% | +127.5% |
| 10Y | +321.0% | -14.6% | +335.6% | +271.1% |
| All | +64,930.0% | +535.9% | +64,394.1% | +37,536.2% |
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