+87.2%
HAL vs COMP
-47.7%
+134.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +2.9% | +1.4% | +1.6% | +2.8% |
| 30D | +17.0% | -13.3% | +30.4% | +18.2% |
| 3M | -9.7% | +41.1% | -50.8% | -12.7% |
| 6M | +8.6% | +17.2% | -8.5% | +5.8% |
| YTD | +33.0% | +5.2% | +27.8% | +30.4% |
| 1Y | +68.3% | +18.9% | +49.4% | +62.3% |
| 3Y | +0.1% | +215.9% | -215.8% | -15.2% |
| 5Y | +102.6% | -31.2% | +133.8% | +85.0% |
| All | +87.2% | -47.7% | +134.9% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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