+20.1%
HAL vs ALC
+31.8%
-11.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.9% | +0.7% |
| 7D | -12.0% | +4.9% | -16.9% | -14.2% |
| 30D | +0.3% | +19.0% | -18.7% | -8.0% |
| 3M | -1.6% | +7.8% | -9.4% | -5.7% |
| 6M | -20.5% | +14.6% | -35.1% | -26.4% |
| YTD | +14.2% | -4.4% | +18.7% | +14.2% |
| 1Y | +18.9% | +1.4% | +17.5% | +14.9% |
| 3Y | -13.7% | +2.5% | -16.2% | -21.0% |
| 5Y | +42.2% | -10.9% | +53.1% | +38.2% |
| All | +20.1% | +31.8% | -11.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling