-15.8%
F vs HAL
+41.5%
-57.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | +1.6% | -12.0% | +13.5% | +5.2% |
| 30D | +2.6% | +0.3% | +2.4% | +2.3% |
| 3M | -8.8% | -1.6% | -7.2% | -8.9% |
| 6M | +4.6% | -20.5% | +25.1% | +10.5% |
| YTD | -1.9% | +14.2% | -16.1% | -9.0% |
| 1Y | -0.8% | +18.9% | -19.6% | -9.3% |
| 3Y | +43.5% | -13.7% | +57.2% | +41.8% |
| All | -15.8% | +41.5% | -57.3% | -41.0% |
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