-20.8%
HAL vs AMC
-98.7%
+77.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.1% |
| 7D | -6.5% | +5.5% | -12.0% | -6.7% |
| 30D | -2.1% | +16.1% | -18.2% | -2.7% |
| 3M | -4.9% | +43.0% | -47.8% | -6.2% |
| 6M | -19.3% | +130.7% | -150.0% | -22.4% |
| YTD | +14.3% | +121.8% | -107.5% | +9.6% |
| 1Y | +17.3% | +40.7% | -23.3% | +14.3% |
| 3Y | -10.9% | -56.8% | +45.9% | -11.4% |
| 5Y | +47.4% | -99.1% | +146.5% | +60.7% |
| 10Y | -20.8% | -98.7% | +77.9% | -34.7% |
| All | -20.8% | -98.7% | +77.9% | -34.7% |
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