-6.4%
HAL vs ALM
+909.2%
-915.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +7.7% | -4.6% | +2.9% |
| 7D | +6.1% | +1.2% | +4.9% | +6.0% |
| 30D | +2.9% | -19.3% | +22.2% | +3.5% |
| 3M | +3.3% | -40.6% | +44.0% | +4.8% |
| 6M | -16.9% | -57.9% | +41.0% | -15.1% |
| YTD | +21.2% | -6.7% | +27.9% | +21.3% |
| 1Y | +27.5% | +20.2% | +7.4% | +27.0% |
| 3Y | -6.4% | +879.4% | -885.9% | -11.3% |
| All | -6.4% | +909.2% | -915.6% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling