+64.1%
DIA vs HAL
+101.7%
-37.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | -2.1% | +15.9% | -18.0% | -4.4% |
| 3M | +4.2% | -8.7% | +12.9% | +5.5% |
| 6M | +11.9% | +9.0% | +2.8% | +9.6% |
| YTD | +10.8% | +32.0% | -21.2% | +4.8% |
| 1Y | +17.5% | +72.5% | -54.9% | +5.6% |
| 3Y | +59.9% | -4.5% | +64.5% | +55.6% |
| 5Y | +64.1% | +109.7% | -45.5% | +31.5% |
| All | +64.1% | +101.7% | -37.5% | +31.5% |
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 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