+81.6%
GM vs HAL
+102.8%
-21.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.9% | +5.7% | +3.6% |
| 7D | -1.1% | -3.3% | +2.2% | -0.1% |
| 30D | -3.4% | +7.2% | -10.6% | -5.5% |
| 3M | +8.7% | -8.8% | +17.5% | +11.1% |
| 6M | +15.4% | +3.0% | +12.4% | +12.4% |
| YTD | +6.6% | +29.4% | -22.8% | -4.0% |
| 1Y | +51.5% | +62.8% | -11.3% | +26.1% |
| 3Y | +169.3% | -6.4% | +175.8% | +158.8% |
| 5Y | +81.6% | +103.6% | -22.1% | +16.2% |
| All | +81.6% | +102.8% | -21.2% | +16.2% |
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