+48.5%
PFE vs HAL
-16.5%
+65.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -2.1% |
| 7D | -2.1% | +2.6% | -4.7% | -2.4% |
| 30D | +3.1% | -0.1% | +3.2% | +3.1% |
| 3M | +11.2% | -1.1% | +12.3% | +11.1% |
| 6M | +15.0% | -20.7% | +35.8% | +17.6% |
| YTD | +23.5% | +17.5% | +6.0% | +20.5% |
| 1Y | +18.9% | +24.1% | -5.2% | +15.3% |
| 3Y | +18.7% | -8.4% | +27.1% | +17.3% |
| 5Y | -24.0% | +53.2% | -77.3% | -30.7% |
| All | +48.5% | -16.5% | +65.0% | +31.8% |
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