+2,903.2%
HPQ vs HAL
+597.8%
+2,305.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.4% |
| 7D | +6.9% | +2.9% | +4.0% | +6.2% |
| 30D | +14.4% | +17.0% | -2.6% | +9.9% |
| 3M | +25.6% | -9.7% | +35.3% | +28.1% |
| 6M | +75.0% | +8.6% | +66.4% | +70.0% |
| YTD | +50.7% | +33.0% | +17.7% | +38.8% |
| 1Y | +18.7% | +68.3% | -49.7% | +2.8% |
| 3Y | +21.5% | +0.1% | +21.4% | +17.5% |
| 5Y | +31.6% | +102.6% | -71.1% | +4.1% |
| 10Y | +216.1% | +3.8% | +212.2% | +159.2% |
| All | +2,903.2% | +597.8% | +2,305.5% | +1,265.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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