-17.4%
HAL vs ATI
+1,002.4%
-1,019.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -1.1% |
| 7D | +2.6% | +13.0% | -10.3% | -2.2% |
| 30D | -0.1% | +0.2% | -0.3% | -1.1% |
| 3M | -1.1% | -17.5% | +16.3% | +5.1% |
| 6M | -20.7% | +18.1% | -38.8% | -28.1% |
| YTD | +17.5% | +65.7% | -48.2% | -9.1% |
| 1Y | +24.1% | +91.9% | -67.8% | -9.8% |
| 3Y | -8.4% | +335.2% | -343.6% | -56.1% |
| 5Y | +53.2% | +1,004.3% | -951.1% | -53.4% |
| All | -17.4% | +1,002.4% | -1,019.8% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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