+20.2%
HAL vs ALC
+30.3%
-10.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.6% |
| 7D | -6.5% | +2.3% | -8.8% | -7.7% |
| 30D | -2.1% | +15.5% | -17.6% | -9.0% |
| 3M | -4.9% | +0.6% | -5.4% | -5.7% |
| 6M | -19.3% | +18.4% | -37.7% | -26.5% |
| YTD | +14.3% | -5.6% | +19.9% | +14.9% |
| 1Y | +17.3% | 0.0% | +17.3% | +14.1% |
| 3Y | -10.9% | +2.8% | -13.7% | -18.7% |
| 5Y | +47.4% | -8.8% | +56.2% | +40.0% |
| All | +20.2% | +30.3% | -10.1% | -21.4% |
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