+20,513.9%
ETN vs HAL
+592.7%
+19,921.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.5% | +2.9% |
| 7D | +8.0% | +0.5% | +7.6% | +7.9% |
| 30D | -5.9% | +15.9% | -21.8% | -9.6% |
| 3M | +5.0% | -8.7% | +13.7% | +7.0% |
| 6M | +22.4% | +9.0% | +13.4% | +18.7% |
| YTD | +33.6% | +32.0% | +1.6% | +23.0% |
| 1Y | +22.1% | +72.5% | -50.3% | +4.2% |
| 3Y | +85.6% | -4.5% | +90.1% | +80.7% |
| 5Y | +179.2% | +109.7% | +69.6% | +111.5% |
| 10Y | +687.3% | +1.2% | +686.1% | +530.1% |
| All | +20,513.9% | +592.7% | +19,921.2% | +10,001.6% |
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 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