-18.6%
HAL vs ALLE
+222.4%
-241.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.3% |
| 7D | -12.0% | -0.6% | -11.4% | -11.8% |
| 30D | +0.3% | +25.3% | -25.1% | -12.9% |
| 3M | -1.6% | +10.3% | -11.9% | -8.1% |
| 6M | -20.5% | +38.0% | -58.5% | -36.4% |
| YTD | +14.2% | +17.8% | -3.6% | -0.2% |
| 1Y | +18.9% | +13.6% | +5.3% | +6.2% |
| 3Y | -13.7% | +89.2% | -102.9% | -47.2% |
| 5Y | +42.2% | +51.1% | -8.9% | -1.9% |
| All | -18.6% | +222.4% | -241.0% | -60.0% |
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