+8,096.9%
TMO vs HAL
+579.0%
+7,518.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | +0.1% |
| 7D | -2.5% | -3.3% | +0.8% | -1.9% |
| 30D | -0.3% | +7.2% | -7.5% | -1.6% |
| 3M | +25.3% | -8.8% | +34.0% | +26.8% |
| 6M | +20.9% | +3.0% | +17.9% | +19.3% |
| YTD | +4.3% | +29.4% | -25.1% | -1.2% |
| 1Y | +27.0% | +62.8% | -35.8% | +15.2% |
| 3Y | +17.5% | -6.4% | +23.9% | +15.4% |
| 5Y | +6.9% | +103.6% | -96.7% | -11.6% |
| 10Y | +332.0% | +4.3% | +327.6% | +259.3% |
| All | +8,096.9% | +579.0% | +7,518.0% | +3,988.3% |
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