-20.8%
HAL vs B
+184.6%
-205.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | +0.9% |
| 7D | -6.5% | +7.1% | -13.6% | -7.7% |
| 30D | -2.1% | -3.3% | +1.2% | -1.8% |
| 3M | -4.9% | -2.5% | -2.3% | -4.9% |
| 6M | -19.3% | -7.2% | -12.1% | -19.2% |
| YTD | +14.3% | -7.4% | +21.6% | +13.4% |
| 1Y | +17.3% | +16.4% | +0.9% | +11.0% |
| 3Y | -10.9% | +178.7% | -189.6% | -32.1% |
| 5Y | +47.4% | +121.7% | -74.3% | +16.7% |
| 10Y | -20.8% | +208.6% | -229.4% | -42.0% |
| All | -20.8% | +184.6% | -205.4% | -42.0% |
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