-20.2%
IBM vs HAL
+20.4%
-40.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -0.3% | +2.6% | -2.9% | -0.4% |
| 30D | +6.8% | -0.1% | +6.8% | +6.8% |
| 3M | +4.4% | -1.1% | +5.5% | +4.6% |
| 6M | +13.2% | -20.7% | +33.9% | +13.2% |
| YTD | -15.1% | +17.5% | -32.7% | -18.1% |
| 1Y | -20.2% | +24.1% | -44.3% | -23.8% |
| All | -20.2% | +20.4% | -40.5% | -23.8% |
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