-15.8%
F vs HAL
+53.2%
-68.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.7% |
| 7D | -3.9% | +2.6% | -6.5% | -4.6% |
| 30D | -0.5% | -0.1% | -0.4% | -0.7% |
| 3M | -12.9% | -1.1% | -11.8% | -13.1% |
| 6M | +1.5% | -20.7% | +22.3% | +7.4% |
| YTD | -5.0% | +17.5% | -22.5% | -12.6% |
| 1Y | -7.3% | +24.1% | -31.5% | -16.4% |
| 3Y | +45.3% | -8.4% | +53.6% | +40.8% |
| 5Y | -15.8% | +53.2% | -69.0% | -42.8% |
| All | -15.8% | +53.2% | -68.9% | -42.8% |
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