+913.4%
MSFT vs HAL
-16.5%
+929.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -2.4% | +2.6% | -5.0% | -2.8% |
| 30D | -3.8% | -0.1% | -3.7% | -3.8% |
| 3M | +6.4% | -1.1% | +7.5% | +6.4% |
| 6M | +28.8% | -20.7% | +49.5% | +32.8% |
| YTD | +8.8% | +17.5% | -8.7% | +5.0% |
| 1Y | +3.2% | +24.1% | -20.9% | -1.4% |
| 3Y | +44.8% | -8.4% | +53.2% | +42.4% |
| 5Y | +61.8% | +53.2% | +8.6% | +40.7% |
| All | +913.4% | -16.5% | +929.9% | +765.3% |
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