+143.3%
DELL vs HAL
+25.6%
+117.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.1% | -5.7% | -8.5% |
| 7D | -24.6% | -7.7% | -16.9% | -24.0% |
| 30D | -32.5% | +0.7% | -33.2% | -32.2% |
| 3M | -20.2% | +2.5% | -22.7% | -19.5% |
| 6M | +76.5% | -20.7% | +97.2% | +78.7% |
| YTD | +198.9% | +18.4% | +180.5% | +187.4% |
| 1Y | +143.3% | +25.6% | +117.8% | +130.2% |
| All | +143.3% | +25.6% | +117.8% | +130.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling