-20.8%
HAL vs D
+44.7%
-65.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -6.5% | +2.4% | -8.9% | -7.3% |
| 30D | -2.1% | +10.9% | -13.0% | -5.5% |
| 3M | -4.9% | +2.8% | -7.7% | -6.0% |
| 6M | -19.3% | +12.7% | -32.0% | -22.9% |
| YTD | +14.3% | +20.3% | -6.0% | +6.4% |
| 1Y | +17.3% | +17.1% | +0.2% | +10.0% |
| 3Y | -10.9% | +75.1% | -86.1% | -29.6% |
| 5Y | +47.4% | +13.1% | +34.3% | +38.1% |
| 10Y | -20.8% | +48.3% | -69.1% | -19.3% |
| All | -20.8% | +44.7% | -65.5% | -19.3% |
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