+75.4%
TSM vs HAL
+72.7%
+2.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +4.8% | -1.3% | +6.1% | +4.9% |
| 30D | +4.0% | +10.9% | -6.9% | +3.1% |
| 3M | +2.0% | -5.8% | +7.8% | +2.8% |
| 6M | +25.5% | +8.1% | +17.4% | +22.8% |
| YTD | +44.0% | +33.2% | +10.8% | +34.7% |
| 1Y | +75.4% | +74.2% | +1.3% | +53.0% |
| All | +75.4% | +72.7% | +2.7% | +53.0% |
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