-2.5%
HAL vs ALB
-34.0%
+31.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.9% | +0.2% |
| 7D | +2.9% | -8.1% | +11.0% | +4.4% |
| 30D | +17.0% | +6.3% | +10.8% | +15.7% |
| 3M | -9.7% | -23.6% | +13.9% | -5.8% |
| 6M | +8.6% | -24.6% | +33.2% | +12.5% |
| YTD | +33.0% | -10.3% | +43.3% | +32.7% |
| 1Y | +68.3% | +61.5% | +6.9% | +48.0% |
| All | -2.5% | -34.0% | +31.5% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling