-17.4%
HAL vs EW
+249.9%
-267.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.6% | +4.9% | -2.3% | +1.3% |
| 30D | -0.1% | +24.1% | -24.2% | -6.2% |
| 3M | -1.1% | +13.7% | -14.8% | -5.0% |
| 6M | -20.7% | +32.7% | -53.4% | -27.5% |
| YTD | +17.5% | +24.1% | -6.6% | +9.2% |
| 1Y | +24.1% | +23.6% | +0.5% | +15.3% |
| 3Y | -8.4% | +64.8% | -73.2% | -28.1% |
| 5Y | +53.2% | -8.8% | +62.0% | +47.0% |
| All | -17.4% | +249.9% | -267.3% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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