+39.7%
HAL vs ES
+1.4%
+38.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | -12.0% | +1.9% | -13.9% | -12.4% |
| 30D | +0.3% | +7.1% | -6.8% | -1.3% |
| 3M | -1.6% | -1.9% | +0.3% | -1.4% |
| 6M | -20.5% | +4.4% | -24.8% | -21.6% |
| YTD | +14.2% | +7.3% | +6.9% | +11.4% |
| 1Y | +18.9% | +2.1% | +16.7% | +17.0% |
| 3Y | -13.7% | +41.8% | -55.6% | -23.5% |
| All | +39.7% | +1.4% | +38.3% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling