-16.8%
HAL vs AR
+58.9%
-75.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.8% | +2.8% |
| 7D | -0.2% | +2.1% | -2.3% | -1.0% |
| 30D | +1.0% | +4.5% | -3.5% | -0.8% |
| 3M | -2.1% | +1.0% | -3.1% | -2.8% |
| 6M | -17.5% | +4.4% | -21.9% | -19.4% |
| YTD | +18.1% | +10.9% | +7.3% | +11.6% |
| 1Y | +19.7% | +8.6% | +11.2% | +13.8% |
| 3Y | -7.9% | +48.5% | -56.4% | -25.2% |
| 5Y | +53.1% | +95.7% | -42.7% | +8.2% |
| 10Y | -16.8% | +55.5% | -72.2% | -51.3% |
| All | -16.8% | +58.9% | -75.7% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling