+27.5%
HAL vs ES
+2.1%
+25.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +3.1% |
| 7D | +6.1% | +2.7% | +3.4% | +6.2% |
| 30D | +2.9% | +7.6% | -4.7% | +3.1% |
| 3M | +3.3% | +0.5% | +2.8% | +3.5% |
| 6M | -16.9% | +7.6% | -24.5% | -17.2% |
| YTD | +21.2% | +10.2% | +11.0% | +19.4% |
| 1Y | +27.5% | +1.8% | +25.7% | +27.0% |
| All | +27.5% | +2.1% | +25.4% | +27.0% |
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