-19.1%
HAL vs EW
+236.4%
-255.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.6% |
| 7D | -7.9% | +12.3% | -20.2% | -10.9% |
| 30D | -2.1% | +22.9% | -24.9% | -7.8% |
| 3M | +0.4% | +16.7% | -16.3% | -4.2% |
| 6M | -19.2% | +31.0% | -50.2% | -25.8% |
| YTD | +14.4% | +22.8% | -8.5% | +6.6% |
| 1Y | +18.0% | +25.6% | -7.6% | +9.1% |
| 3Y | -9.7% | +62.0% | -71.7% | -28.6% |
| 5Y | +40.1% | -12.8% | +52.9% | +37.2% |
| 10Y | -19.1% | +239.8% | -258.9% | -48.2% |
| All | -19.1% | +236.4% | -255.5% | -48.2% |
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