+498.3%
HAL vs AME
+18,777.7%
-18,279.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -2.1% |
| 7D | -7.9% | -1.5% | -6.4% | -7.3% |
| 30D | -2.1% | -4.2% | +2.1% | -0.2% |
| 3M | +0.4% | -5.9% | +6.4% | +3.0% |
| 6M | -19.2% | +2.8% | -22.1% | -21.5% |
| YTD | +14.4% | +16.6% | -2.2% | +3.3% |
| 1Y | +18.0% | +22.1% | -4.1% | +3.9% |
| 3Y | -9.7% | +64.7% | -74.4% | -32.8% |
| 5Y | +40.1% | +76.6% | -36.4% | 0.0% |
| 10Y | -19.1% | +443.9% | -463.0% | -63.6% |
| All | +498.3% | +18,777.7% | -18,279.4% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling