-17.4%
HAL vs ALM
+1,942.8%
-1,960.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.2% |
| 7D | +2.6% | -4.0% | +6.7% | +2.8% |
| 30D | -0.1% | -30.5% | +30.4% | +1.3% |
| 3M | -1.1% | -46.9% | +45.8% | +1.2% |
| 6M | -20.7% | -65.5% | +44.8% | -17.8% |
| YTD | +17.5% | -13.4% | +30.9% | +16.8% |
| 1Y | +24.1% | +9.8% | +14.3% | +21.9% |
| 3Y | -8.4% | +783.1% | -791.5% | -20.5% |
| 5Y | +53.2% | +378.3% | -325.1% | +34.6% |
| All | -17.4% | +1,942.8% | -1,960.3% | -24.9% |
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