-19.1%
HAL vs ALM
+2,221.4%
-2,240.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.1% | -7.9% | -0.2% |
| 7D | -7.9% | +0.7% | -8.6% | -7.9% |
| 30D | -2.1% | -26.1% | +24.0% | -0.9% |
| 3M | +0.4% | -38.1% | +38.5% | +2.1% |
| 6M | -19.2% | -55.4% | +36.2% | -17.2% |
| YTD | +14.4% | -0.4% | +14.8% | +13.0% |
| 1Y | +18.0% | +25.4% | -7.4% | +15.3% |
| 3Y | -9.7% | +907.8% | -917.4% | -22.0% |
| 5Y | +40.1% | +440.2% | -400.0% | +22.7% |
| 10Y | -19.1% | +2,031.1% | -2,050.3% | -27.1% |
| All | -19.1% | +2,221.4% | -2,240.5% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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