-3.3%
F vs HAL
+17.1%
-20.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.0% | -6.5% | +7.5% | +0.6% |
| 30D | +2.1% | -2.1% | +4.2% | +1.9% |
| 3M | -10.3% | -4.9% | -5.4% | -10.7% |
| 6M | +3.3% | -19.3% | +22.6% | +1.5% |
| YTD | -2.0% | +14.3% | -16.3% | -11.0% |
| All | -3.3% | +17.1% | -20.4% | -12.5% |
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 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