-18.6%
HAL vs D
+42.6%
-61.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | -12.0% | +3.0% | -14.9% | -12.9% |
| 30D | +0.3% | +11.5% | -11.2% | -3.3% |
| 3M | -1.6% | +3.7% | -5.3% | -3.0% |
| 6M | -20.5% | +13.5% | -34.0% | -24.2% |
| YTD | +14.2% | +20.7% | -6.5% | +6.3% |
| 1Y | +18.9% | +18.2% | +0.6% | +11.2% |
| 3Y | -13.7% | +73.3% | -87.0% | -31.4% |
| 5Y | +42.2% | +12.3% | +29.9% | +33.7% |
| All | -18.6% | +42.6% | -61.1% | -21.2% |
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 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