+105.9%
C vs HAL
+41.5%
+64.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -2.4% | -12.0% | +9.6% | +0.9% |
| 30D | -6.0% | +0.3% | -6.3% | -6.2% |
| 3M | -10.5% | -1.6% | -8.9% | -10.6% |
| 6M | -5.7% | -20.5% | +14.8% | -0.6% |
| YTD | +4.1% | +14.2% | -10.1% | -2.2% |
| 1Y | +20.5% | +18.9% | +1.6% | +11.7% |
| 3Y | +208.1% | -13.7% | +221.8% | +204.2% |
| All | +105.9% | +41.5% | +64.4% | +67.6% |
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