-3.8%
HAL vs AFL
+62.8%
-66.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.3% | -2.1% | +0.8% | -0.6% |
| 30D | +10.9% | -5.4% | +16.3% | +12.9% |
| 3M | -5.8% | -0.3% | -5.6% | -6.2% |
| 6M | +8.1% | +5.2% | +2.9% | +5.3% |
| YTD | +33.2% | +5.7% | +27.5% | +29.1% |
| 1Y | +74.2% | +10.2% | +64.0% | +65.5% |
| All | -3.8% | +62.8% | -66.6% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 3y: compounded portfolio wealth divided by compounded AFL 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…
3y analysis · Full analysis span regression · 6 months rolling