-25.4%
HAL vs ALLE
+331.3%
-356.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -1.6% |
| 7D | -11.1% | 0.0% | -11.1% | -11.2% |
| 30D | -2.4% | +20.6% | -23.0% | -13.1% |
| 3M | +0.8% | +11.4% | -10.6% | -6.3% |
| 6M | -22.8% | +42.5% | -65.4% | -39.2% |
| YTD | +14.5% | +18.9% | -4.4% | -0.3% |
| 1Y | +20.2% | +14.2% | +6.0% | +7.2% |
| 3Y | -15.2% | +90.7% | -105.9% | -47.3% |
| 5Y | +42.5% | +52.5% | -9.9% | -1.1% |
| 10Y | -16.5% | +231.2% | -247.7% | -62.3% |
| All | -25.4% | +331.3% | -356.7% | -70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling