-19.1%
HAL vs ALB
+38.2%
-57.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -7.9% | +9.5% | -17.3% | -10.8% |
| 30D | -2.1% | -2.1% | +0.1% | -1.7% |
| 3M | +0.4% | -24.1% | +24.6% | +9.3% |
| 6M | -19.2% | -51.0% | +31.8% | +0.8% |
| YTD | +14.4% | -29.3% | +43.7% | +22.0% |
| 1Y | +18.0% | +3.2% | +14.8% | +8.6% |
| 3Y | -9.7% | -9.3% | -0.4% | -24.2% |
| 5Y | +40.1% | -61.6% | +101.8% | +60.4% |
| 10Y | -19.1% | +40.8% | -59.9% | -59.1% |
| All | -19.1% | +38.2% | -57.3% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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