+10.6%
TMO vs HAL
+99.2%
-88.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.2% |
| 7D | -0.6% | -3.3% | +2.7% | -0.2% |
| 30D | +1.1% | +8.2% | -7.0% | +0.1% |
| 3M | +28.3% | -9.4% | +37.8% | +29.8% |
| 6M | +23.3% | +0.6% | +22.6% | +22.4% |
| YTD | +5.5% | +28.6% | -23.1% | +0.8% |
| 1Y | +24.5% | +63.9% | -39.3% | +14.6% |
| 3Y | +19.6% | -7.1% | +26.7% | +14.6% |
| All | +10.6% | +99.2% | -88.6% | +12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling