+7.4%
HAL vs ENB
+98.3%
-90.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.6% |
| 7D | -1.3% | -0.3% | -1.0% | -1.0% |
| 30D | +10.9% | -1.1% | +12.0% | +12.0% |
| 3M | -5.8% | -8.5% | +2.6% | +2.8% |
| 6M | +8.1% | -4.5% | +12.7% | +12.5% |
| YTD | +33.2% | +9.1% | +24.1% | +19.5% |
| 1Y | +74.2% | +8.0% | +66.2% | +57.5% |
| 3Y | -3.7% | +77.8% | -81.5% | -51.1% |
| 5Y | +111.9% | +69.4% | +42.5% | +17.5% |
| 10Y | +7.4% | +100.5% | -93.1% | -46.0% |
| All | +7.4% | +98.3% | -90.9% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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