+2.6%
HAL vs ADSK
+222.2%
-219.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -3.3% | -2.5% | -0.8% | -2.6% |
| 30D | +8.2% | -14.9% | +23.0% | +13.5% |
| 3M | -9.4% | +3.3% | -12.8% | -11.7% |
| 6M | +0.6% | -15.7% | +16.3% | +4.2% |
| YTD | +28.6% | -28.2% | +56.8% | +39.9% |
| 1Y | +63.9% | -34.5% | +98.4% | +84.3% |
| 3Y | -7.1% | -2.9% | -4.2% | -12.5% |
| 5Y | +102.3% | -25.3% | +127.6% | +100.4% |
| All | +2.6% | +222.2% | -219.6% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK 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 10y: compounded portfolio wealth divided by compounded ADSK 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…
10y analysis · Full analysis span regression · 6 months rolling