+885.0%
MSFT vs HAL
+3.0%
+882.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -1.0% | -1.3% | +0.3% | -0.8% |
| 30D | -2.7% | +10.9% | -13.6% | -4.2% |
| 3M | +22.1% | -5.8% | +28.0% | +22.9% |
| 6M | +20.6% | +8.1% | +12.5% | +18.5% |
| YTD | +2.3% | +33.2% | -30.9% | -3.0% |
| 1Y | -0.5% | +74.2% | -74.7% | -10.0% |
| 3Y | +50.5% | -3.7% | +54.2% | +47.0% |
| 5Y | +72.3% | +111.9% | -39.5% | +41.6% |
| 10Y | +885.0% | +7.4% | +877.6% | +688.8% |
| All | +885.0% | +3.0% | +882.0% | +688.8% |
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 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