+1.2%
HAL vs A
+237.5%
-236.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +1.9% | +0.5% |
| 7D | +0.5% | -2.1% | +2.5% | +1.4% |
| 30D | +15.9% | +0.6% | +15.3% | +15.5% |
| 3M | -8.7% | +10.9% | -19.6% | -13.8% |
| 6M | +9.0% | +28.2% | -19.1% | -6.0% |
| YTD | +32.0% | +8.6% | +23.4% | +23.6% |
| 1Y | +72.5% | +15.5% | +56.9% | +54.9% |
| 3Y | -4.5% | +31.8% | -36.3% | -23.9% |
| 5Y | +109.7% | -14.9% | +124.5% | +111.6% |
| 10Y | +1.2% | +237.8% | -236.6% | -55.1% |
| All | +1.2% | +237.5% | -236.2% | -55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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