+145,627.6%
MSFT vs HAL
+500.1%
+145,127.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.1% | +2.6% | +2.7% |
| 7D | +7.5% | -7.9% | +15.4% | +9.1% |
| 30D | +1.9% | -2.1% | +3.9% | +2.2% |
| 3M | +9.2% | +0.4% | +8.8% | +8.9% |
| 6M | +31.9% | -19.2% | +51.1% | +36.4% |
| YTD | +13.4% | +14.4% | -0.9% | +9.3% |
| 1Y | +10.6% | +18.0% | -7.3% | +5.8% |
| 3Y | +54.7% | -9.7% | +64.4% | +52.2% |
| 5Y | +69.1% | +40.1% | +28.9% | +46.9% |
| 10Y | +920.4% | -19.1% | +939.5% | +772.8% |
| All | +145,627.6% | +500.1% | +145,127.5% | +65,921.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling