-10.4%
TSCO vs HAL
+99.2%
-109.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | -5.7% | -3.3% | -2.3% | -5.3% |
| 30D | -8.8% | +8.2% | -16.9% | -9.7% |
| 3M | +6.3% | -9.4% | +15.8% | +7.5% |
| 6M | -32.3% | +0.6% | -32.9% | -32.7% |
| YTD | -32.7% | +28.6% | -61.3% | -35.5% |
| 1Y | -43.7% | +63.9% | -107.6% | -48.0% |
| 3Y | -19.7% | -7.1% | -12.5% | -20.9% |
| All | -10.4% | +99.2% | -109.6% | -14.4% |
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 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