+103.6%
HAL vs AUR
-36.2%
+139.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.2% | -2.7% |
| 7D | -3.3% | +0.2% | -3.4% | -3.3% |
| 30D | +7.2% | -8.9% | +16.1% | +7.8% |
| 3M | -8.8% | +4.6% | -13.4% | -9.4% |
| 6M | +3.0% | +44.9% | -41.9% | -0.8% |
| YTD | +29.4% | +64.8% | -35.4% | +23.2% |
| 1Y | +62.8% | +16.4% | +46.5% | +58.6% |
| 3Y | -6.4% | +85.1% | -91.5% | -15.6% |
| 5Y | +103.6% | -36.1% | +139.7% | +71.7% |
| All | +103.6% | -36.2% | +139.8% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 5y: compounded portfolio wealth divided by compounded AUR 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…
5y analysis · Full analysis span regression · 6 months rolling