+215.7%
HAL vs BG
+1,131.5%
-915.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | 0.0% |
| 7D | +2.9% | +2.8% | +0.1% | +1.4% |
| 30D | +17.0% | +12.0% | +5.0% | +10.4% |
| 3M | -9.7% | -7.7% | -2.0% | -6.3% |
| 6M | +8.6% | +4.5% | +4.1% | +5.4% |
| YTD | +33.0% | +35.7% | -2.7% | +13.1% |
| 1Y | +68.3% | +50.1% | +18.2% | +34.3% |
| 3Y | +0.1% | +12.6% | -12.5% | -9.4% |
| 5Y | +102.6% | +75.4% | +27.2% | +46.6% |
| 10Y | +3.8% | +150.5% | -146.6% | -37.7% |
| All | +215.7% | +1,131.5% | -915.8% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling