-17.4%
HAL vs ESI
+321.1%
-338.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.5% |
| 7D | +2.6% | +8.3% | -5.7% | -1.3% |
| 30D | -0.1% | -10.4% | +10.3% | +4.6% |
| 3M | -1.1% | -13.2% | +12.0% | +4.2% |
| 6M | -20.7% | -23.9% | +3.1% | -13.2% |
| YTD | +17.5% | +34.2% | -16.7% | -7.8% |
| 1Y | +24.1% | +22.2% | +1.9% | +2.0% |
| 3Y | -8.4% | +79.2% | -87.6% | -42.0% |
| 5Y | +53.2% | +38.1% | +15.1% | +8.4% |
| All | -17.4% | +321.1% | -338.5% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling