-2.5%
IBM vs HAL
+74.7%
-77.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -0.3% | +2.9% | -3.2% | -0.3% |
| 30D | +0.3% | +17.0% | -16.8% | +0.5% |
| 3M | -21.6% | -9.7% | -12.0% | -21.5% |
| 6M | -4.7% | +8.6% | -13.3% | -4.8% |
| YTD | -19.1% | +33.0% | -52.1% | -20.0% |
| 1Y | -2.5% | +68.3% | -70.8% | -4.2% |
| All | -2.5% | +74.7% | -77.2% | -4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling