+534.0%
HAL vs AFL
+20,558.3%
-20,024.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.7% |
| 7D | +6.1% | +2.9% | +3.2% | +4.8% |
| 30D | +2.9% | +8.0% | -5.1% | -0.6% |
| 3M | +3.3% | +5.9% | -2.6% | +0.6% |
| 6M | -16.9% | +11.6% | -28.6% | -21.2% |
| YTD | +21.2% | +17.5% | +3.7% | +12.0% |
| 1Y | +27.5% | +13.3% | +14.3% | +19.8% |
| 3Y | -6.4% | +67.0% | -73.5% | -26.6% |
| 5Y | +58.0% | +150.6% | -92.6% | +5.2% |
| 10Y | -14.6% | +343.1% | -357.7% | -51.8% |
| All | +534.0% | +20,558.3% | -20,024.3% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling