+497.6%
HAL vs AA
+213.5%
+284.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.5% |
| 7D | -12.0% | +0.9% | -12.9% | -12.4% |
| 30D | +0.3% | -6.7% | +7.0% | +3.0% |
| 3M | -1.6% | -16.3% | +14.7% | +5.1% |
| 6M | -20.5% | -37.1% | +16.6% | -5.8% |
| YTD | +14.2% | -25.0% | +39.2% | +21.5% |
| 1Y | +18.9% | +8.6% | +10.3% | +6.0% |
| 3Y | -13.7% | +57.2% | -71.0% | -41.2% |
| 5Y | +42.2% | -13.0% | +55.2% | +13.6% |
| 10Y | -16.7% | +65.5% | -82.3% | -58.5% |
| All | +497.6% | +213.5% | +284.1% | +101.9% |
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