-6.5%
HAL vs ADSK
-3.6%
-2.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -3.1% |
| 7D | -3.3% | -10.9% | +7.6% | -2.0% |
| 30D | +7.2% | -15.9% | +23.1% | +9.2% |
| 3M | -8.8% | -4.4% | -4.4% | -8.7% |
| 6M | +3.0% | -16.6% | +19.6% | +5.2% |
| YTD | +29.4% | -28.5% | +57.9% | +36.3% |
| 1Y | +62.8% | -34.6% | +97.5% | +75.7% |
| All | -6.5% | -3.6% | -2.9% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling