+922.9%
MSFT vs HAL
-18.9%
+941.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | +2.3% | -6.5% | +8.8% | +3.3% |
| 30D | -0.4% | -2.1% | +1.8% | -0.1% |
| 3M | +5.6% | -4.9% | +10.4% | +6.1% |
| 6M | +29.0% | -19.3% | +48.3% | +32.6% |
| YTD | +10.9% | +14.3% | -3.4% | +7.5% |
| 1Y | +6.2% | +17.3% | -11.1% | +2.4% |
| 3Y | +47.6% | -10.9% | +58.5% | +45.8% |
| 5Y | +67.9% | +47.4% | +20.5% | +46.9% |
| 10Y | +922.9% | -20.8% | +943.7% | +773.4% |
| All | +922.9% | -18.9% | +941.8% | +773.4% |
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