-19.1%
HAL vs ALL
+367.3%
-386.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -7.9% | -3.9% | -4.0% | -5.6% |
| 30D | -2.1% | +10.6% | -12.7% | -9.1% |
| 3M | +0.4% | -4.6% | +5.0% | +2.6% |
| 6M | -19.2% | +20.2% | -39.4% | -30.9% |
| YTD | +14.4% | +23.7% | -9.3% | -5.6% |
| 1Y | +18.0% | +27.9% | -9.9% | -5.3% |
| 3Y | -9.7% | +109.2% | -118.9% | -54.8% |
| 5Y | +40.1% | +148.0% | -107.8% | -44.4% |
| 10Y | -19.1% | +363.8% | -382.9% | -77.0% |
| All | -19.1% | +367.3% | -386.4% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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