+103.6%
HAL vs ADSK
-26.7%
+130.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -3.3% |
| 7D | -3.3% | -10.9% | +7.6% | -1.4% |
| 30D | +7.2% | -15.9% | +23.1% | +10.2% |
| 3M | -8.8% | -4.4% | -4.4% | -8.7% |
| 6M | +3.0% | -16.6% | +19.6% | +5.4% |
| YTD | +29.4% | -28.5% | +57.9% | +36.4% |
| 1Y | +62.8% | -34.6% | +97.5% | +75.2% |
| 3Y | -6.4% | -3.5% | -3.0% | -9.0% |
| 5Y | +103.6% | -25.6% | +129.2% | +102.4% |
| All | +103.6% | -26.7% | +130.3% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling