+1,163.5%
C vs HAL
+597.8%
+565.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +3.6% | +2.9% | +0.7% | +2.6% |
| 30D | +0.1% | +17.0% | -17.0% | -5.5% |
| 3M | +2.4% | -9.7% | +12.1% | +5.2% |
| 6M | +24.9% | +8.6% | +16.3% | +19.4% |
| YTD | +19.8% | +33.0% | -13.2% | +6.4% |
| 1Y | +44.9% | +68.3% | -23.5% | +17.4% |
| 3Y | +263.0% | +0.1% | +262.9% | +243.7% |
| 5Y | +129.5% | +102.6% | +26.9% | +60.5% |
| 10Y | +291.6% | +3.8% | +287.8% | +200.1% |
| All | +1,163.5% | +597.8% | +565.7% | +351.5% |
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