-5.9%
HAL vs AMC
-98.1%
+92.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.3% | -4.9% | -0.8% |
| 7D | +2.9% | +2.3% | +0.6% | +2.8% |
| 30D | +17.0% | -0.7% | +17.8% | +17.0% |
| 3M | -9.7% | +35.2% | -44.9% | -11.3% |
| 6M | +8.6% | +124.6% | -115.9% | +4.0% |
| YTD | +33.0% | +69.9% | -36.9% | +28.5% |
| 1Y | +68.3% | -2.6% | +70.9% | +66.2% |
| 3Y | +0.1% | -79.8% | +79.9% | +2.1% |
| 5Y | +102.6% | -99.4% | +202.0% | +126.2% |
| 10Y | +3.8% | -98.9% | +102.7% | -3.0% |
| All | -5.9% | -98.1% | +92.2% | -25.4% |
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