+144.8%
IBM vs HAL
-16.5%
+161.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -0.3% | +2.6% | -2.9% | -0.8% |
| 30D | +6.8% | -0.1% | +6.8% | +6.7% |
| 3M | +4.4% | -1.1% | +5.5% | +4.5% |
| 6M | +13.2% | -20.7% | +33.9% | +18.1% |
| YTD | -15.1% | +17.5% | -32.7% | -19.1% |
| 1Y | -20.2% | +24.1% | -44.3% | -24.9% |
| 3Y | +79.3% | -8.4% | +87.7% | +76.1% |
| 5Y | +147.5% | +53.2% | +94.2% | +104.2% |
| All | +144.8% | -16.5% | +161.3% | +89.5% |
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