Time Window
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๐ง P&L Attribution Waterfall
Total portfolio return decomposed into Market exposure (ฮฒ ร SPY return โ the part you got "for free" from market beta) and Specific alpha (the rest โ the value HAL added through stock selection beyond passive market exposure).
๐ Equity Curve vs SPY
Both lines start at $1 at the beginning of the window. Above SPY = outperformance, below = underperformance.
๐ Top Contributors
Per-position P&L (weight ร asset return) over the window. Ranked highest first.
| Ticker | Sector | Side | Weight | Asset ret | P&L |
|---|
๐ Top Detractors
Same metric but ranked lowest first โ these positions hurt the portfolio.
| Ticker | Sector | Side | Weight | Asset ret | P&L |
|---|
๐๏ธ Sector Contributions
For each GICS sector: net weight (long โ short) and total P&L contribution to the portfolio over the window. Sum across sectors equals the portfolio's total P&L. Green bars contributed positively; red bars dragged the portfolio down.