+8.2%
HAL vs ALM
+7,705.7%
-7,697.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | +2.9% | -2.6% | +5.5% | +2.9% |
| 30D | +17.0% | +32.0% | -15.0% | +16.9% |
| 3M | -9.7% | -15.0% | +5.4% | -9.6% |
| 6M | +8.6% | -10.1% | +18.8% | +8.6% |
| YTD | +33.0% | +99.4% | -66.4% | +32.6% |
| 1Y | +68.3% | +316.4% | -248.0% | +67.4% |
| 3Y | +0.1% | +2,022.0% | -2,021.9% | -1.0% |
| 5Y | +102.6% | +941.2% | -838.6% | +100.5% |
| 10Y | +3.8% | +2,950.3% | -2,946.5% | +2.5% |
| All | +8.2% | +7,705.7% | -7,697.5% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling