+55.5%
HAL vs AMCR
+102.7%
-47.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +0.5% | -1.8% | +2.3% | +1.2% |
| 30D | +15.9% | -6.0% | +22.0% | +18.6% |
| 3M | -8.7% | +18.9% | -27.6% | -15.6% |
| 6M | +9.0% | +5.7% | +3.4% | +4.3% |
| YTD | +32.0% | +11.1% | +20.9% | +23.2% |
| 1Y | +72.5% | +14.4% | +58.0% | +58.3% |
| 3Y | -4.5% | +13.0% | -17.5% | -13.5% |
| 5Y | +109.7% | -7.5% | +117.2% | +106.6% |
| 10Y | +1.2% | +20.1% | -18.9% | -15.2% |
| All | +55.5% | +102.7% | -47.2% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling