+25.8%
TMO vs HAL
+74.7%
-48.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -1.4% | +2.9% | -4.3% | -1.4% |
| 30D | +6.2% | +17.0% | -10.8% | +6.0% |
| 3M | +27.5% | -9.7% | +37.1% | +28.9% |
| 6M | +20.0% | +8.6% | +11.3% | +17.8% |
| YTD | +6.1% | +33.0% | -26.8% | +1.2% |
| 1Y | +25.8% | +68.3% | -42.5% | +17.6% |
| All | +25.8% | +74.7% | -48.8% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling