+105.3%
HAL vs ED
+67.1%
+38.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.5% |
| 7D | +2.9% | -0.2% | +3.1% | +2.9% |
| 30D | +17.0% | -0.1% | +17.2% | +17.0% |
| 3M | -9.7% | +3.9% | -13.6% | -9.9% |
| 6M | +8.6% | -3.0% | +11.7% | +8.9% |
| YTD | +33.0% | +10.7% | +22.3% | +31.4% |
| 1Y | +68.3% | +13.3% | +55.0% | +65.6% |
| 3Y | +0.1% | +34.5% | -34.4% | -7.4% |
| All | +105.3% | +67.1% | +38.2% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling