+190.4%
ETN vs HAL
+99.2%
+91.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.6% | +4.1% |
| 7D | +3.5% | -3.3% | +6.9% | +4.3% |
| 30D | -7.5% | +8.2% | -15.7% | -9.2% |
| 3M | +8.3% | -9.4% | +17.8% | +10.3% |
| 6M | +20.2% | +0.6% | +19.5% | +19.1% |
| YTD | +34.7% | +28.6% | +6.1% | +26.0% |
| 1Y | +19.4% | +63.9% | -44.4% | +5.1% |
| 3Y | +85.5% | -7.1% | +92.6% | +79.4% |
| All | +190.4% | +99.2% | +91.3% | +132.0% |
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