+590.7%
HAL vs ADSK
+4,770.3%
-4,179.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.1% |
| 7D | +0.5% | -14.3% | +14.8% | +4.0% |
| 30D | +15.9% | -14.8% | +30.7% | +20.0% |
| 3M | -8.7% | -5.7% | -3.0% | -8.3% |
| 6M | +9.0% | -18.7% | +27.7% | +12.8% |
| YTD | +32.0% | -28.3% | +60.3% | +39.8% |
| 1Y | +72.5% | -35.1% | +107.5% | +86.9% |
| 3Y | -4.5% | -3.2% | -1.4% | -7.2% |
| 5Y | +109.7% | -26.7% | +136.4% | +110.7% |
| 10Y | +1.2% | +208.4% | -207.2% | -27.0% |
| All | +590.7% | +4,770.3% | -4,179.6% | +178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling