+499.1%
HAL vs ES
+1,275.7%
-776.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.3% | -4.1% |
| 7D | -11.1% | +5.9% | -17.0% | -13.1% |
| 30D | -2.4% | +10.2% | -12.7% | -6.1% |
| 3M | +0.8% | +0.4% | +0.4% | +0.3% |
| 6M | -22.8% | +6.9% | -29.7% | -25.3% |
| YTD | +14.5% | +10.5% | +4.0% | +8.9% |
| 1Y | +20.2% | +3.2% | +17.0% | +16.8% |
| 3Y | -15.2% | +49.0% | -64.2% | -30.2% |
| 5Y | +42.5% | +4.5% | +38.1% | +33.1% |
| 10Y | -16.5% | +92.3% | -108.8% | -41.7% |
| All | +499.1% | +1,275.7% | -776.6% | +107.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling