+2.6%
HAL vs INCY
+54.2%
-51.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.3% |
| 7D | -3.3% | -4.2% | +0.8% | -2.3% |
| 30D | +8.2% | +0.6% | +7.6% | +7.9% |
| 3M | -9.4% | +12.6% | -22.1% | -12.5% |
| 6M | +0.6% | +28.3% | -27.7% | -6.3% |
| YTD | +28.6% | +23.0% | +5.6% | +20.6% |
| 1Y | +63.9% | +41.0% | +22.9% | +47.8% |
| 3Y | -7.1% | +88.6% | -95.7% | -24.6% |
| 5Y | +102.3% | +70.8% | +31.5% | +66.7% |
| All | +2.6% | +54.2% | -51.6% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 INCY 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