-18.4%
TSCO vs HAL
-7.2%
-11.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.4% | -1.2% |
| 7D | -3.1% | -3.3% | +0.2% | -2.8% |
| 30D | -4.4% | +7.2% | -11.6% | -5.0% |
| 3M | +9.7% | -8.8% | +18.5% | +10.6% |
| 6M | -32.4% | +3.0% | -35.4% | -33.1% |
| YTD | -31.7% | +29.4% | -61.1% | -34.5% |
| 1Y | -41.3% | +62.8% | -104.1% | -45.6% |
| All | -18.4% | -7.2% | -11.2% | -19.4% |
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