-20.8%
HAL vs ESI
+306.3%
-327.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.2% |
| 7D | -6.5% | -6.6% | +0.1% | -3.6% |
| 30D | -2.1% | -9.8% | +7.7% | +2.2% |
| 3M | -4.9% | -11.9% | +7.1% | -0.5% |
| 6M | -19.3% | -25.1% | +5.8% | -11.0% |
| YTD | +14.3% | +31.9% | -17.6% | -9.6% |
| 1Y | +17.3% | +19.2% | -1.9% | -2.3% |
| 3Y | -10.9% | +76.2% | -87.1% | -43.1% |
| 5Y | +47.4% | +39.4% | +8.0% | +3.3% |
| 10Y | -20.8% | +304.9% | -325.7% | -71.3% |
| All | -20.8% | +306.3% | -327.1% | -71.3% |
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