+34.0%
HAL vs AG
+294.5%
-260.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.6% |
| 7D | -12.0% | +6.3% | -18.3% | -13.1% |
| 30D | +0.3% | -8.9% | +9.2% | +1.7% |
| 3M | -1.6% | -12.2% | +10.6% | -0.1% |
| 6M | -20.5% | -28.3% | +7.8% | -17.4% |
| YTD | +14.2% | -8.8% | +23.0% | +10.4% |
| 1Y | +18.9% | +39.4% | -20.5% | +5.0% |
| 3Y | -13.7% | +229.4% | -243.2% | -40.9% |
| 5Y | +42.2% | +14.5% | +27.6% | +15.1% |
| 10Y | -16.7% | +82.7% | -99.4% | -47.9% |
| All | +34.0% | +294.5% | -260.5% | -57.6% |
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