+595.7%
HAL vs AA
+295.2%
+300.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | +0.3% |
| 7D | +2.9% | -0.7% | +3.6% | +3.2% |
| 30D | +17.0% | +5.0% | +12.1% | +14.0% |
| 3M | -9.7% | -35.8% | +26.2% | +7.6% |
| 6M | +8.6% | -18.4% | +27.0% | +13.6% |
| YTD | +33.0% | -5.5% | +38.5% | +28.7% |
| 1Y | +68.3% | +61.0% | +7.4% | +24.8% |
| 3Y | +0.1% | +66.2% | -66.1% | -33.9% |
| 5Y | +102.6% | +11.4% | +91.2% | +44.6% |
| 10Y | +3.8% | +116.9% | -113.0% | -53.9% |
| All | +595.7% | +295.2% | +300.6% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling