+235.9%
DIA vs HAL
-18.9%
+254.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.9% | -6.5% | +7.4% | +2.3% |
| 30D | +1.1% | -2.1% | +3.2% | +1.4% |
| 3M | -2.9% | -4.9% | +2.0% | -2.2% |
| 6M | +5.9% | -19.3% | +25.2% | +10.0% |
| YTD | +9.8% | +14.3% | -4.5% | +5.1% |
| 1Y | +11.7% | +17.3% | -5.6% | +6.2% |
| 3Y | +59.5% | -10.9% | +70.4% | +57.4% |
| 5Y | +57.5% | +47.4% | +10.1% | +32.2% |
| 10Y | +235.9% | -20.8% | +256.7% | +163.6% |
| All | +235.9% | -18.9% | +254.9% | +163.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling