+1.2%
HAL vs ED
+104.2%
-103.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +0.5% | +0.5% | -0.1% | +0.4% |
| 30D | +15.9% | +1.1% | +14.8% | +15.7% |
| 3M | -8.7% | +4.6% | -13.4% | -9.6% |
| 6M | +9.0% | -2.0% | +11.0% | +9.2% |
| YTD | +32.0% | +11.7% | +20.3% | +28.7% |
| 1Y | +72.5% | +15.7% | +56.7% | +66.6% |
| 3Y | -4.5% | +34.4% | -38.9% | -12.6% |
| 5Y | +109.7% | +67.3% | +42.4% | +80.7% |
| 10Y | +1.2% | +104.0% | -102.8% | -10.7% |
| All | +1.2% | +104.2% | -103.0% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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