-20.8%
HAL vs ATI
+1,024.4%
-1,045.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | -6.5% | +1.3% | -7.8% | -7.1% |
| 30D | -2.1% | -4.8% | +2.6% | -1.2% |
| 3M | -4.9% | -19.9% | +15.1% | +2.3% |
| 6M | -19.3% | +15.4% | -34.7% | -26.1% |
| YTD | +14.3% | +59.2% | -44.9% | -10.1% |
| 1Y | +17.3% | +86.3% | -69.0% | -13.8% |
| 3Y | -10.9% | +318.2% | -329.1% | -56.6% |
| 5Y | +47.4% | +958.6% | -911.2% | -54.4% |
| 10Y | -20.8% | +996.8% | -1,017.6% | -77.5% |
| All | -20.8% | +1,024.4% | -1,045.2% | -77.5% |
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