-3.4%
HAL vs AME
+54.4%
-57.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | +2.9% | +0.6% | +2.3% | +2.7% |
| 30D | +17.0% | -6.7% | +23.7% | +20.1% |
| 3M | -9.7% | +4.1% | -13.7% | -11.8% |
| 6M | +8.6% | +1.6% | +7.0% | +6.8% |
| YTD | +33.0% | +16.1% | +16.8% | +21.4% |
| 1Y | +68.3% | +27.3% | +41.0% | +45.3% |
| All | -3.4% | +54.4% | -57.8% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling