-6.4%
HAL vs BG
+6.5%
-12.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | +2.4% |
| 7D | +6.1% | +2.6% | +3.5% | +5.0% |
| 30D | +2.9% | -6.7% | +9.6% | +5.8% |
| 3M | +3.3% | -9.3% | +12.6% | +7.3% |
| 6M | -16.9% | -18.3% | +1.4% | -10.1% |
| YTD | +21.2% | +16.2% | +5.0% | +12.8% |
| 1Y | +27.5% | +7.6% | +20.0% | +22.4% |
| 3Y | -6.4% | +6.6% | -13.0% | -13.5% |
| All | -6.4% | +6.5% | -12.9% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling