+319.5%
HAL vs AGG
+96.1%
+223.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -3.0% |
| 7D | -3.3% | -0.9% | -2.3% | -3.5% |
| 30D | +7.2% | -1.0% | +8.2% | +7.0% |
| 3M | -8.8% | -1.3% | -7.5% | -9.0% |
| 6M | +3.0% | -2.1% | +5.1% | +2.6% |
| YTD | +29.4% | -1.2% | +30.6% | +29.1% |
| 1Y | +62.8% | -0.5% | +63.3% | +62.7% |
| 3Y | -6.4% | +12.4% | -18.9% | -4.5% |
| 5Y | +103.6% | -2.4% | +106.0% | +103.7% |
| 10Y | +4.3% | +14.3% | -10.0% | +8.3% |
| All | +319.5% | +96.1% | +223.4% | +273.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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