+154.0%
HAL vs ATI
+915.7%
-761.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.4% | -4.7% | -1.9% |
| 7D | -12.0% | +6.2% | -18.1% | -14.1% |
| 30D | +0.3% | -7.1% | +7.4% | +2.1% |
| 3M | -1.6% | -21.3% | +19.7% | +5.9% |
| 6M | -20.5% | +6.5% | -27.0% | -24.4% |
| YTD | +14.2% | +53.2% | -39.0% | -6.6% |
| 1Y | +18.9% | +82.7% | -63.9% | -9.1% |
| 3Y | -13.7% | +314.3% | -328.0% | -54.0% |
| 5Y | +42.2% | +890.9% | -848.7% | -47.1% |
| 10Y | -16.7% | +1,142.3% | -1,159.0% | -74.8% |
| All | +154.0% | +915.7% | -761.7% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling