-19.1%
HAL vs DAR
+288.2%
-307.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.5% | -2.4% |
| 7D | -7.9% | -2.8% | -5.1% | -6.5% |
| 30D | -2.1% | -12.8% | +10.8% | +5.3% |
| 3M | +0.4% | -11.6% | +12.0% | +6.6% |
| 6M | -19.2% | -16.8% | -2.5% | -11.8% |
| YTD | +14.4% | +45.9% | -31.5% | -8.6% |
| 1Y | +18.0% | +61.5% | -43.5% | -11.4% |
| 3Y | -9.7% | +23.0% | -32.7% | -28.3% |
| 5Y | +40.1% | -35.8% | +76.0% | +58.6% |
| 10Y | -19.1% | +280.4% | -299.5% | -71.7% |
| All | -19.1% | +288.2% | -307.4% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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