-16.8%
HAL vs ALM
+2,084.7%
-2,101.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.3% |
| 7D | -0.2% | -7.2% | +7.0% | +0.1% |
| 30D | +1.0% | -26.4% | +27.4% | +2.2% |
| 3M | -2.1% | -38.6% | +36.5% | -0.4% |
| 6M | -17.5% | -61.0% | +43.5% | -14.9% |
| YTD | +18.1% | -7.4% | +25.5% | +17.1% |
| 1Y | +19.7% | +14.0% | +5.8% | +17.5% |
| 3Y | -7.9% | +844.4% | -852.4% | -20.3% |
| 5Y | +53.1% | +410.8% | -357.7% | +34.1% |
| 10Y | -16.8% | +2,084.7% | -2,101.5% | -24.5% |
| All | -16.8% | +2,084.7% | -2,101.5% | -24.5% |
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