+400.4%
ALAB vs HAL
+3.0%
+397.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.6% | +10.3% | +10.0% |
| 7D | +7.2% | +2.9% | +4.3% | +5.7% |
| 30D | -2.5% | +17.0% | -19.6% | -9.8% |
| 3M | -13.3% | -9.7% | -3.7% | -9.4% |
| 6M | +172.8% | +8.6% | +164.2% | +158.7% |
| YTD | +86.6% | +33.0% | +53.6% | +57.5% |
| 1Y | +65.2% | +68.3% | -3.2% | +20.5% |
| All | +400.4% | +3.0% | +397.4% | +348.9% |
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