+47.4%
HAL vs ALLE
+53.5%
-6.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -2.1% | +25.9% | -28.0% | -9.5% |
| 3M | -4.9% | +14.9% | -19.7% | -9.4% |
| 6M | -19.3% | +42.1% | -61.4% | -29.4% |
| YTD | +14.3% | +20.4% | -6.1% | +6.2% |
| 1Y | +17.3% | +14.9% | +2.4% | +11.1% |
| 3Y | -10.9% | +90.1% | -101.0% | -32.9% |
| 5Y | +47.4% | +53.0% | -5.6% | +21.1% |
| All | +47.4% | +53.5% | -6.1% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling