+112.0%
IBM vs HAL
+101.7%
+10.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.2% |
| 30D | -1.5% | +15.9% | -17.4% | -3.4% |
| 3M | -16.8% | -8.7% | -8.0% | -15.9% |
| 6M | -9.0% | +9.0% | -18.1% | -10.5% |
| YTD | -20.1% | +32.0% | -52.1% | -23.7% |
| 1Y | -7.0% | +72.5% | -79.5% | -15.1% |
| 3Y | +72.4% | -4.5% | +76.9% | +68.9% |
| 5Y | +112.0% | +109.7% | +2.3% | +67.2% |
| All | +112.0% | +101.7% | +10.3% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling