+497.6%
HAL vs D
+2,450.0%
-1,952.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.5% |
| 7D | -12.0% | +3.0% | -14.9% | -13.4% |
| 30D | +0.3% | +11.5% | -11.2% | -5.5% |
| 3M | -1.6% | +3.7% | -5.3% | -4.0% |
| 6M | -20.5% | +13.5% | -34.0% | -26.3% |
| YTD | +14.2% | +20.7% | -6.5% | +2.0% |
| 1Y | +18.9% | +18.2% | +0.6% | +6.9% |
| 3Y | -13.7% | +73.3% | -87.0% | -38.9% |
| 5Y | +42.2% | +12.3% | +29.9% | +25.1% |
| 10Y | -16.7% | +43.4% | -60.1% | -40.1% |
| All | +497.6% | +2,450.0% | -1,952.4% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling