+595.7%
HAL vs B
+803.7%
-208.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.1% |
| 7D | +2.9% | -1.6% | +4.5% | +3.2% |
| 30D | +17.0% | +9.4% | +7.6% | +14.4% |
| 3M | -9.7% | +5.0% | -14.6% | -11.4% |
| 6M | +8.6% | -3.5% | +12.2% | +7.6% |
| YTD | +33.0% | +4.5% | +28.5% | +28.9% |
| 1Y | +68.3% | +67.8% | +0.5% | +45.4% |
| 3Y | +0.1% | +196.7% | -196.6% | -25.3% |
| 5Y | +102.6% | +151.9% | -49.3% | +54.6% |
| 10Y | +3.8% | +202.2% | -198.3% | -28.2% |
| All | +595.7% | +803.7% | -208.0% | +270.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling