-19.1%
HAL vs AMC
-98.6%
+79.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.3% | -8.2% | -0.2% |
| 7D | -7.9% | +6.6% | -14.5% | -8.1% |
| 30D | -2.1% | +14.1% | -16.2% | -2.6% |
| 3M | +0.4% | +31.3% | -30.8% | -0.8% |
| 6M | -19.2% | +126.7% | -145.9% | -22.3% |
| YTD | +14.4% | +117.9% | -103.6% | +9.7% |
| 1Y | +18.0% | +41.1% | -23.1% | +15.0% |
| 3Y | -9.7% | -61.0% | +51.3% | -9.8% |
| 5Y | +40.1% | -99.1% | +139.3% | +53.1% |
| 10Y | -19.1% | -98.7% | +79.6% | -33.2% |
| All | -19.1% | -98.6% | +79.5% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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