+290.7%
TSM vs HAL
+101.7%
+189.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +6.0% | +0.5% | +5.6% | +5.9% |
| 30D | +4.5% | +15.9% | -11.4% | +1.2% |
| 3M | +3.1% | -8.7% | +11.8% | +4.7% |
| 6M | +30.2% | +9.0% | +21.2% | +26.7% |
| YTD | +45.2% | +32.0% | +13.2% | +34.9% |
| 1Y | +79.6% | +72.5% | +7.1% | +56.2% |
| 3Y | +411.0% | -4.5% | +415.5% | +388.8% |
| 5Y | +290.7% | +109.7% | +181.0% | +210.0% |
| All | +290.7% | +101.7% | +189.1% | +210.0% |
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 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