-16.8%
HAL vs ETR
+374.5%
-391.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.2% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +1.0% | +7.7% | -6.7% | -2.8% |
| 3M | -2.1% | +5.7% | -7.8% | -5.0% |
| 6M | -17.5% | -0.3% | -17.2% | -17.9% |
| YTD | +18.1% | +23.4% | -5.2% | +4.5% |
| 1Y | +19.7% | +18.5% | +1.2% | +8.1% |
| 3Y | -7.9% | +155.6% | -163.5% | -47.8% |
| 5Y | +53.1% | +158.7% | -105.6% | -16.1% |
| 10Y | -16.8% | +377.8% | -394.6% | -41.5% |
| All | -16.8% | +374.5% | -391.2% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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