+595.7%
HAL vs AME
+18,709.1%
-18,113.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.4% |
| 7D | +2.9% | +0.6% | +2.3% | +2.6% |
| 30D | +17.0% | -6.7% | +23.7% | +21.0% |
| 3M | -9.7% | +4.1% | -13.7% | -12.2% |
| 6M | +8.6% | +1.6% | +7.0% | +6.1% |
| YTD | +33.0% | +16.1% | +16.8% | +20.9% |
| 1Y | +68.3% | +27.3% | +41.0% | +45.0% |
| 3Y | +0.1% | +50.9% | -50.8% | -21.8% |
| 5Y | +102.6% | +81.4% | +21.3% | +43.0% |
| 10Y | +3.8% | +417.0% | -413.1% | -52.1% |
| All | +595.7% | +18,709.1% | -18,113.3% | +39.4% |
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