+20.2%
HAL vs ALC
+32.2%
-11.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.1% | 0.0% |
| 7D | -7.9% | +2.1% | -9.9% | -9.0% |
| 30D | -2.1% | +17.2% | -19.3% | -9.5% |
| 3M | +0.4% | +4.6% | -4.2% | -2.3% |
| 6M | -19.2% | +20.1% | -39.4% | -26.9% |
| YTD | +14.4% | -4.2% | +18.6% | +14.2% |
| 1Y | +18.0% | +2.1% | +15.9% | +13.7% |
| 3Y | -9.7% | +4.5% | -14.2% | -18.2% |
| 5Y | +40.1% | -12.3% | +52.5% | +38.1% |
| All | +20.2% | +32.2% | -11.9% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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