-14.9%
HAL vs AG
+76.0%
-90.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.5% | +3.5% |
| 7D | +6.1% | -10.0% | +16.1% | +7.6% |
| 30D | +2.9% | -10.5% | +13.4% | +4.2% |
| 3M | +3.3% | -27.3% | +30.6% | +7.5% |
| 6M | -16.9% | -43.0% | +26.1% | -11.2% |
| YTD | +21.2% | -17.9% | +39.1% | +19.5% |
| 1Y | +27.5% | +11.9% | +15.6% | +19.0% |
| 3Y | -6.4% | +201.8% | -208.3% | -32.0% |
| 5Y | +58.0% | -0.1% | +58.1% | +35.1% |
| All | -14.9% | +76.0% | -90.9% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 10y: compounded portfolio wealth divided by compounded AG 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…
10y analysis · Full analysis span regression · 6 months rolling