-3.5%
F vs HAL
+17.0%
-20.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.9% | -1.9% |
| 7D | -0.2% | -6.5% | +6.2% | -0.6% |
| 30D | +0.9% | -2.1% | +3.0% | +0.7% |
| 3M | -11.3% | -4.9% | -6.5% | -11.7% |
| 6M | +2.0% | -19.3% | +21.3% | +0.3% |
| YTD | -3.2% | +14.3% | -17.5% | -12.1% |
| 1Y | -3.5% | +17.3% | -20.8% | -12.9% |
| All | -3.5% | +17.0% | -20.5% | -12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling