+41.0%
TSM vs HAL
+20.4%
+20.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.9% |
| 7D | +14.8% | +2.6% | +12.2% | +14.6% |
| 30D | -8.9% | -0.1% | -8.8% | -8.8% |
| 3M | -5.3% | -1.1% | -4.1% | -5.1% |
| 6M | +2.6% | -20.7% | +23.3% | +3.9% |
| YTD | +34.5% | +17.5% | +17.0% | +27.3% |
| 1Y | +41.0% | +24.1% | +16.9% | +33.8% |
| All | +41.0% | +20.4% | +20.6% | +33.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling