+12,629.9%
TSM vs HAL
+78.9%
+12,551.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | -2.1% | -6.5% | +4.4% | -0.3% |
| 30D | -12.5% | -2.1% | -10.4% | -12.1% |
| 3M | -5.0% | -4.9% | -0.1% | -4.0% |
| 6M | -3.2% | -19.3% | +16.1% | +1.3% |
| YTD | +31.5% | +14.3% | +17.2% | +25.4% |
| 1Y | +35.7% | +17.3% | +18.4% | +28.4% |
| 3Y | +323.5% | -10.9% | +334.4% | +319.7% |
| 5Y | +263.4% | +47.4% | +216.0% | +203.5% |
| 10Y | +1,598.5% | -20.8% | +1,619.3% | +1,337.1% |
| All | +12,629.9% | +78.9% | +12,551.0% | +7,000.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling