+131.6%
IBM vs HAL
+1.7%
+129.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | -1.5% | +15.9% | -17.4% | -4.6% |
| 3M | -16.8% | -8.7% | -8.0% | -15.4% |
| 6M | -9.0% | +9.0% | -18.1% | -11.4% |
| YTD | -20.1% | +32.0% | -52.1% | -25.5% |
| 1Y | -7.0% | +72.5% | -79.5% | -18.7% |
| 3Y | +72.4% | -4.5% | +76.9% | +67.8% |
| 5Y | +112.0% | +109.7% | +2.3% | +62.4% |
| 10Y | +131.6% | +1.2% | +130.3% | +68.6% |
| All | +131.6% | +1.7% | +129.9% | +68.6% |
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