+595.7%
HAL vs D
+2,347.4%
-1,751.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.9% | +1.5% | +1.5% | +2.2% |
| 30D | +17.0% | -2.6% | +19.6% | +18.4% |
| 3M | -9.7% | 0.0% | -9.7% | -10.0% |
| 6M | +8.6% | +7.4% | +1.3% | +3.7% |
| YTD | +33.0% | +15.9% | +17.1% | +21.8% |
| 1Y | +68.3% | +18.1% | +50.2% | +51.7% |
| 3Y | +0.1% | +58.4% | -58.3% | -25.8% |
| 5Y | +102.6% | +5.2% | +97.4% | +84.5% |
| 10Y | +3.8% | +35.9% | -32.0% | -22.9% |
| All | +595.7% | +2,347.4% | -1,751.7% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling