-16.8%
HAL vs AG
+72.5%
-89.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.1% | +4.5% | +3.5% |
| 7D | -0.2% | -4.0% | +3.8% | +0.3% |
| 30D | +1.0% | -13.1% | +14.1% | +2.8% |
| 3M | -2.1% | -22.0% | +19.9% | +0.9% |
| 6M | -17.5% | -37.3% | +19.8% | -13.0% |
| YTD | +18.1% | -11.2% | +29.3% | +15.2% |
| 1Y | +19.7% | +23.9% | -4.2% | +9.9% |
| 3Y | -7.9% | +225.1% | -233.1% | -33.7% |
| 5Y | +53.1% | +7.7% | +45.3% | +29.5% |
| 10Y | -16.8% | +86.9% | -103.7% | -43.1% |
| All | -16.8% | +72.5% | -89.3% | -43.1% |
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