+498.3%
HAL vs AA
+231.6%
+266.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.6% | -2.4% |
| 7D | -7.9% | +4.8% | -12.7% | -9.9% |
| 30D | -2.1% | -0.6% | -1.4% | -2.2% |
| 3M | +0.4% | -16.3% | +16.7% | +7.3% |
| 6M | -19.2% | -33.4% | +14.2% | -6.8% |
| YTD | +14.4% | -20.7% | +35.1% | +18.6% |
| 1Y | +18.0% | +12.9% | +5.0% | +3.4% |
| 3Y | -9.7% | +75.7% | -85.4% | -41.5% |
| 5Y | +40.1% | -6.8% | +46.9% | +8.6% |
| 10Y | -19.1% | +53.6% | -72.7% | -58.3% |
| All | +498.3% | +231.6% | +266.8% | +97.1% |
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