-19.1%
HAL vs B
+183.2%
-202.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.6% |
| 7D | -7.9% | +11.3% | -19.2% | -9.6% |
| 30D | -2.1% | +2.9% | -5.0% | -2.7% |
| 3M | +0.4% | -2.9% | +3.3% | +0.4% |
| 6M | -19.2% | -1.2% | -18.0% | -20.0% |
| YTD | +14.4% | -1.3% | +15.7% | +12.4% |
| 1Y | +18.0% | +30.4% | -12.4% | +9.6% |
| 3Y | -9.7% | +195.3% | -205.0% | -31.5% |
| 5Y | +40.1% | +146.2% | -106.1% | +9.4% |
| 10Y | -19.1% | +200.5% | -219.6% | -40.9% |
| All | -19.1% | +183.2% | -202.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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