-16.8%
HAL vs D
+47.5%
-64.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.6% |
| 30D | +1.0% | +9.0% | -8.0% | -1.9% |
| 3M | -2.1% | +1.0% | -3.1% | -2.7% |
| 6M | -17.5% | +11.0% | -28.5% | -20.8% |
| YTD | +18.1% | +19.8% | -1.6% | +10.1% |
| 1Y | +19.7% | +16.0% | +3.8% | +12.7% |
| 3Y | -7.9% | +74.4% | -82.3% | -27.1% |
| 5Y | +53.1% | +13.5% | +39.5% | +43.1% |
| 10Y | -16.8% | +48.4% | -65.1% | -14.0% |
| All | -16.8% | +47.5% | -64.2% | -14.0% |
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