+231.1%
GM vs HAL
+4.5%
+226.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | -0.4% |
| 7D | -2.4% | -3.3% | +0.9% | -1.3% |
| 30D | -1.1% | +8.2% | -9.3% | -4.1% |
| 3M | +6.1% | -9.4% | +15.6% | +9.1% |
| 6M | +15.0% | +0.6% | +14.3% | +12.5% |
| YTD | +6.0% | +28.6% | -22.6% | -5.8% |
| 1Y | +47.1% | +63.9% | -16.8% | +18.9% |
| 3Y | +170.5% | -7.1% | +177.6% | +161.8% |
| 5Y | +80.5% | +102.3% | -21.8% | +20.7% |
| All | +231.1% | +4.5% | +226.6% | +96.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling