-17.4%
HAL vs ES
+96.6%
-114.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | +2.6% | -1.1% | +3.7% | +2.9% |
| 30D | -0.1% | +8.2% | -8.3% | -2.4% |
| 3M | -1.1% | +0.6% | -1.7% | -1.5% |
| 6M | -20.7% | +6.0% | -26.7% | -22.5% |
| YTD | +17.5% | +9.3% | +8.2% | +13.3% |
| 1Y | +24.1% | +1.1% | +23.0% | +22.2% |
| 3Y | -8.4% | +51.9% | -60.3% | -22.3% |
| 5Y | +53.2% | +6.5% | +46.8% | +45.3% |
| All | -17.4% | +96.6% | -114.1% | -9.3% |
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