+17.4%
HAL vs ES
-0.3%
+17.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | -2.1% | +5.7% | -7.8% | -2.0% |
| 3M | +0.4% | -2.8% | +3.2% | +0.5% |
| 6M | -19.2% | +7.0% | -26.2% | -19.8% |
| YTD | +14.4% | +6.8% | +7.6% | +12.6% |
| All | +17.4% | -0.3% | +17.7% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling