+19.6%
TMO vs HAL
-7.8%
+27.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.6% | -3.3% | +2.7% | -0.1% |
| 30D | +1.1% | +8.2% | -7.0% | -0.1% |
| 3M | +28.3% | -9.4% | +37.8% | +30.4% |
| 6M | +23.3% | +0.6% | +22.6% | +22.0% |
| YTD | +5.5% | +28.6% | -23.1% | -1.2% |
| 1Y | +24.5% | +63.9% | -39.3% | +10.3% |
| 3Y | +19.6% | -7.1% | +26.7% | +5.6% |
| All | +19.6% | -7.8% | +27.4% | +5.6% |
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 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