-19.1%
HAL vs A
+328.7%
-347.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -1.3% |
| 7D | -7.9% | +4.8% | -12.6% | -9.9% |
| 30D | -2.1% | +5.6% | -7.7% | -4.6% |
| 3M | +0.4% | +23.6% | -23.2% | -9.6% |
| 6M | -19.2% | +56.4% | -75.6% | -36.3% |
| YTD | +14.4% | +33.4% | -19.0% | -3.1% |
| 1Y | +18.0% | +23.7% | -5.7% | +3.7% |
| 3Y | -9.7% | +71.0% | -80.7% | -36.6% |
| 5Y | +40.1% | +16.8% | +23.3% | +18.7% |
| 10Y | -19.1% | +323.8% | -342.9% | -65.2% |
| All | -19.1% | +328.7% | -347.8% | -65.2% |
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