+3.2%
HAL vs ETR
+298.4%
-295.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.5% | -2.2% |
| 7D | -3.3% | -1.9% | -1.4% | -2.4% |
| 30D | +7.2% | -0.2% | +7.4% | +7.2% |
| 3M | -8.8% | -3.7% | -5.1% | -7.3% |
| 6M | +3.0% | +2.1% | +0.9% | +1.0% |
| YTD | +29.4% | +16.5% | +12.9% | +18.2% |
| 1Y | +62.8% | +22.5% | +40.3% | +44.4% |
| 3Y | -6.4% | +144.7% | -151.1% | -45.5% |
| 5Y | +103.6% | +125.2% | -21.6% | +22.0% |
| All | +3.2% | +298.4% | -295.1% | -32.9% |
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