-20.8%
HAL vs ALLE
+217.2%
-238.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -6.5% | +0.1% | -6.6% | -6.6% |
| 30D | -2.1% | +25.9% | -28.0% | -15.2% |
| 3M | -4.9% | +14.9% | -19.7% | -13.2% |
| 6M | -19.3% | +42.1% | -61.4% | -36.5% |
| YTD | +14.3% | +20.4% | -6.1% | -1.4% |
| 1Y | +17.3% | +14.9% | +2.4% | +4.2% |
| 3Y | -10.9% | +90.1% | -101.0% | -45.5% |
| 5Y | +47.4% | +53.0% | -5.6% | +1.2% |
| 10Y | -20.8% | +208.8% | -229.6% | -62.1% |
| All | -20.8% | +217.2% | -238.0% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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