+23.6%
HAL vs ALC
+26.4%
-2.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | +2.6% | -6.2% | +8.8% | +5.6% |
| 30D | -0.1% | +14.0% | -14.1% | -6.6% |
| 3M | -1.1% | -2.4% | +1.2% | -0.8% |
| 6M | -20.7% | +12.6% | -33.4% | -26.1% |
| YTD | +17.5% | -8.4% | +25.9% | +19.7% |
| 1Y | +24.1% | -9.1% | +33.2% | +26.8% |
| 3Y | -8.4% | -0.3% | -8.1% | -15.3% |
| 5Y | +53.2% | -9.9% | +63.2% | +45.4% |
| All | +23.6% | +26.4% | -2.8% | -18.1% |
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