-18.6%
HAL vs ES
+85.7%
-104.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.6% |
| 7D | -12.0% | +1.9% | -13.9% | -12.5% |
| 30D | +0.3% | +7.1% | -6.8% | -1.8% |
| 3M | -1.6% | -1.9% | +0.3% | -1.3% |
| 6M | -20.5% | +4.4% | -24.8% | -21.9% |
| YTD | +14.2% | +7.3% | +6.9% | +10.8% |
| 1Y | +18.9% | +2.1% | +16.7% | +16.6% |
| 3Y | -13.7% | +41.8% | -55.6% | -25.1% |
| 5Y | +42.2% | +1.4% | +40.7% | +36.9% |
| All | -18.6% | +85.7% | -104.3% | -14.9% |
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