-19.1%
HAL vs D
+42.1%
-61.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.3% |
| 7D | -7.9% | +0.8% | -8.7% | -8.2% |
| 30D | -2.1% | +10.7% | -12.8% | -5.4% |
| 3M | +0.4% | +2.3% | -1.9% | -0.6% |
| 6M | -19.2% | +12.5% | -31.7% | -22.8% |
| YTD | +14.4% | +20.1% | -5.7% | +6.6% |
| 1Y | +18.0% | +15.6% | +2.4% | +11.2% |
| 3Y | -9.7% | +75.2% | -84.9% | -28.6% |
| 5Y | +40.1% | +14.6% | +25.6% | +30.6% |
| 10Y | -19.1% | +43.8% | -62.9% | -20.1% |
| All | -19.1% | +42.1% | -61.3% | -20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling