-2.5%
HAL vs ALM
+2,063.1%
-2,065.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +2.9% | -2.6% | +5.5% | +3.0% |
| 30D | +17.0% | +32.0% | -15.0% | +16.2% |
| 3M | -9.7% | -15.0% | +5.4% | -9.5% |
| 6M | +8.6% | -10.1% | +18.8% | +8.5% |
| YTD | +33.0% | +99.4% | -66.4% | +30.8% |
| 1Y | +68.3% | +316.4% | -248.0% | +62.9% |
| All | -2.5% | +2,063.1% | -2,065.6% | -8.9% |
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 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