+249.6%
ALAB vs HAL
-11.4%
+261.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.1% | +13.6% | +13.7% |
| 7D | -5.6% | -7.9% | +2.3% | -1.6% |
| 30D | -36.6% | -2.1% | -34.6% | -35.6% |
| 3M | -35.1% | +0.4% | -35.5% | -35.4% |
| 6M | +8.5% | -19.2% | +27.8% | +18.9% |
| YTD | +30.4% | +14.4% | +16.0% | +18.2% |
| 1Y | +31.0% | +18.0% | +13.1% | +16.8% |
| All | +249.6% | -11.4% | +261.1% | +237.0% |
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 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