+149.9%
IBM vs HAL
-18.5%
+168.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -2.5% | -7.9% | +5.4% | -0.9% |
| 30D | +8.4% | -2.1% | +10.4% | +8.8% |
| 3M | +4.5% | +0.4% | +4.0% | +4.2% |
| 6M | +7.9% | -19.2% | +27.1% | +12.1% |
| YTD | -15.2% | +14.4% | -29.6% | -18.7% |
| 1Y | -17.6% | +18.0% | -35.6% | -21.6% |
| 3Y | +82.1% | -9.7% | +91.7% | +79.2% |
| 5Y | +143.3% | +40.1% | +103.2% | +105.0% |
| 10Y | +149.9% | -19.1% | +169.0% | +94.6% |
| All | +149.9% | -18.5% | +168.4% | +94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling