+56.0%
HAL vs AG
+445.6%
-389.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.2% |
| 7D | +2.9% | +1.0% | +1.9% | +2.7% |
| 30D | +17.0% | +19.2% | -2.1% | +12.9% |
| 3M | -9.7% | +6.2% | -15.8% | -11.8% |
| 6M | +8.6% | -26.7% | +35.3% | +12.2% |
| YTD | +33.0% | +26.1% | +6.9% | +21.7% |
| 1Y | +68.3% | +131.7% | -63.3% | +33.5% |
| 3Y | +0.1% | +255.3% | -255.2% | -32.1% |
| 5Y | +102.6% | +61.9% | +40.7% | +54.1% |
| 10Y | +3.8% | +72.0% | -68.2% | -33.5% |
| All | +56.0% | +445.6% | -389.7% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling