-7.3%
F vs HAL
+20.4%
-27.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.9% |
| 7D | -3.9% | +2.6% | -6.5% | -3.7% |
| 30D | -0.5% | -0.1% | -0.4% | -0.6% |
| 3M | -12.9% | -1.1% | -11.8% | -13.1% |
| 6M | +1.5% | -20.7% | +22.3% | +0.3% |
| YTD | -5.0% | +17.5% | -22.5% | -14.9% |
| 1Y | -7.3% | +24.1% | -31.5% | -19.3% |
| All | -7.3% | +20.4% | -27.7% | -19.3% |
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