-16.8%
HAL vs AMC
-98.7%
+81.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.5% | +3.4% |
| 7D | -0.2% | -2.8% | +2.6% | -0.1% |
| 30D | +1.0% | +14.0% | -13.0% | +0.5% |
| 3M | -2.1% | +42.5% | -44.6% | -3.5% |
| 6M | -17.5% | +142.6% | -160.0% | -20.8% |
| YTD | +18.1% | +119.2% | -101.1% | +13.3% |
| 1Y | +19.7% | +40.7% | -21.0% | +16.7% |
| 3Y | -7.9% | -57.3% | +49.4% | -8.4% |
| 5Y | +53.1% | -99.1% | +152.2% | +67.1% |
| 10Y | -16.8% | -98.7% | +81.9% | -31.6% |
| All | -16.8% | -98.7% | +81.9% | -31.6% |
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