-21.8%
HAL vs ESI
+197.1%
-218.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.9% |
| 7D | -7.9% | -3.5% | -4.4% | -6.8% |
| 30D | -2.1% | -9.3% | +7.2% | +1.2% |
| 3M | +0.4% | -12.8% | +13.2% | +4.6% |
| 6M | -19.2% | -24.6% | +5.4% | -12.7% |
| YTD | +14.4% | +32.7% | -18.4% | -4.2% |
| 1Y | +18.0% | +20.3% | -2.3% | +2.7% |
| 3Y | -9.7% | +80.2% | -89.9% | -35.4% |
| 5Y | +40.1% | +40.0% | +0.2% | +8.5% |
| 10Y | -19.1% | +310.8% | -329.9% | -59.2% |
| All | -21.8% | +197.1% | -218.9% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling