+105.3%
HAL vs ALLE
+13.7%
+91.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +2.9% | -0.2% | +3.2% | +3.0% |
| 30D | +17.0% | -6.8% | +23.8% | +19.8% |
| 3M | -9.7% | +21.0% | -30.7% | -16.6% |
| 6M | +8.6% | +1.1% | +7.5% | +7.3% |
| YTD | +33.0% | -0.5% | +33.5% | +31.9% |
| 1Y | +68.3% | -7.3% | +75.6% | +71.5% |
| 3Y | +0.1% | +42.3% | -42.1% | -16.5% |
| All | +105.3% | +13.7% | +91.5% | +90.1% |
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