+255.2%
HAL vs ALNY
+4,163.9%
-3,908.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.4% |
| 7D | +0.5% | +5.7% | -5.2% | -0.3% |
| 30D | +15.9% | +18.7% | -2.7% | +13.2% |
| 3M | -8.7% | -11.0% | +2.3% | -8.4% |
| 6M | +9.0% | -18.9% | +27.9% | +10.5% |
| YTD | +32.0% | -34.6% | +66.6% | +37.5% |
| 1Y | +72.5% | -42.8% | +115.3% | +82.4% |
| 3Y | -4.5% | +29.1% | -33.7% | -12.4% |
| 5Y | +109.7% | +39.6% | +70.1% | +82.8% |
| 10Y | +1.2% | +253.8% | -252.6% | -30.9% |
| All | +255.2% | +4,163.9% | -3,908.8% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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