+595.7%
HAL vs ES
+1,243.3%
-647.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +17.0% | -2.0% | +19.0% | +17.8% |
| 3M | -9.7% | +1.7% | -11.3% | -10.6% |
| 6M | +8.6% | -3.5% | +12.2% | +9.3% |
| YTD | +33.0% | +7.9% | +25.1% | +27.9% |
| 1Y | +68.3% | +17.2% | +51.2% | +55.8% |
| 3Y | +0.1% | +29.3% | -29.2% | -13.0% |
| 5Y | +102.6% | -5.7% | +108.4% | +97.2% |
| 10Y | +3.8% | +85.2% | -81.4% | -26.2% |
| All | +595.7% | +1,243.3% | -647.5% | +144.2% |
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