+3.2%
HAL vs BG
+171.4%
-168.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -3.4% |
| 7D | -3.3% | +3.7% | -7.0% | -5.7% |
| 30D | +7.2% | +12.3% | -5.1% | -1.1% |
| 3M | -8.8% | -2.2% | -6.6% | -8.1% |
| 6M | +3.0% | +5.3% | -2.4% | -1.9% |
| YTD | +29.4% | +42.4% | -13.0% | +0.4% |
| 1Y | +62.8% | +55.2% | +7.6% | +17.2% |
| 3Y | -6.4% | +21.0% | -27.4% | -22.6% |
| 5Y | +103.6% | +87.1% | +16.5% | +19.1% |
| All | +3.2% | +171.4% | -168.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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