+53.0%
MSFT vs HAL
-3.4%
+56.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -2.0% |
| 7D | -2.7% | +2.9% | -5.6% | -2.9% |
| 30D | +2.7% | +17.0% | -14.3% | +1.4% |
| 3M | +17.0% | -9.7% | +26.6% | +17.7% |
| 6M | +23.8% | +8.6% | +15.2% | +22.3% |
| YTD | +4.0% | +33.0% | -29.0% | +0.3% |
| 1Y | -0.8% | +68.3% | -69.1% | -7.3% |
| All | +53.0% | -3.4% | +56.4% | +41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling