-19.2%
HAL vs AMC
-97.7%
+78.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.3% |
| 7D | -12.0% | +2.6% | -14.6% | -12.1% |
| 30D | +0.3% | +9.0% | -8.7% | -0.1% |
| 3M | -1.6% | +22.2% | -23.8% | -2.6% |
| 6M | -20.5% | +91.5% | -111.9% | -23.3% |
| YTD | +14.2% | +101.3% | -87.1% | +9.5% |
| 1Y | +18.9% | +20.8% | -1.9% | +16.3% |
| 3Y | -13.7% | -71.3% | +57.6% | -12.8% |
| 5Y | +42.2% | -99.2% | +141.4% | +57.3% |
| 10Y | -16.7% | -98.7% | +82.0% | -22.2% |
| All | -19.2% | -97.7% | +78.5% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling