-20.8%
HAL vs ES
+87.3%
-108.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -6.5% | +0.9% | -7.3% | -6.8% |
| 30D | -2.1% | +5.9% | -8.0% | -3.9% |
| 3M | -4.9% | -1.0% | -3.8% | -4.8% |
| 6M | -19.3% | +7.2% | -26.5% | -21.4% |
| YTD | +14.3% | +7.0% | +7.3% | +10.9% |
| 1Y | +17.3% | +0.5% | +16.9% | +15.6% |
| 3Y | -10.9% | +48.7% | -59.6% | -23.9% |
| 5Y | +47.4% | +1.9% | +45.5% | +41.7% |
| 10Y | -20.8% | +89.2% | -110.0% | -14.6% |
| All | -20.8% | +87.3% | -108.1% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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