-19.1%
HAL vs ED
+132.0%
-151.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.2% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -2.1% | +11.6% | -13.6% | -4.1% |
| 3M | +0.4% | +10.5% | -10.1% | -1.5% |
| 6M | -19.2% | +13.2% | -32.5% | -21.3% |
| YTD | +14.4% | +22.1% | -7.8% | +9.6% |
| 1Y | +18.0% | +24.2% | -6.2% | +12.6% |
| 3Y | -9.7% | +46.9% | -56.6% | -18.7% |
| 5Y | +40.1% | +80.8% | -40.7% | +19.2% |
| 10Y | -19.1% | +134.3% | -153.4% | -25.8% |
| All | -19.1% | +132.0% | -151.2% | -25.8% |
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