+39.7%
HAL vs AA
-15.4%
+55.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.1% |
| 7D | -12.0% | +0.9% | -12.9% | -12.3% |
| 30D | +0.3% | -6.7% | +7.0% | +2.2% |
| 3M | -1.6% | -16.3% | +14.7% | +3.2% |
| 6M | -20.5% | -37.1% | +16.6% | -10.0% |
| YTD | +14.2% | -25.0% | +39.2% | +19.3% |
| 1Y | +18.9% | +8.6% | +10.3% | +8.5% |
| 3Y | -13.7% | +57.2% | -71.0% | -36.4% |
| All | +39.7% | -15.4% | +55.1% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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