+39.7%
HAL vs ED
+80.7%
-40.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.1% |
| 7D | -12.0% | +1.6% | -13.6% | -12.1% |
| 30D | +0.3% | +13.3% | -13.0% | -0.8% |
| 3M | -1.6% | +9.7% | -11.3% | -2.4% |
| 6M | -20.5% | +12.8% | -33.3% | -21.4% |
| YTD | +14.2% | +22.3% | -8.1% | +11.6% |
| 1Y | +18.9% | +26.3% | -7.4% | +15.6% |
| 3Y | -13.7% | +45.0% | -58.8% | -21.1% |
| All | +39.7% | +80.7% | -40.9% | +13.8% |
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 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