+52.3%
GM vs HAL
+74.7%
-22.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +1.7% | +2.9% | -1.2% | +1.3% |
| 30D | -1.6% | +17.0% | -18.6% | -3.6% |
| 3M | +5.7% | -9.7% | +15.3% | +8.2% |
| 6M | +12.2% | +8.6% | +3.5% | +6.8% |
| YTD | +8.4% | +33.0% | -24.6% | -5.4% |
| 1Y | +52.3% | +68.3% | -16.0% | +17.3% |
| All | +52.3% | +74.7% | -22.4% | +17.3% |
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