+1.2%
HAL vs EW
+124.3%
-123.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | +0.3% |
| 7D | +0.5% | -4.4% | +4.9% | +1.7% |
| 30D | +15.9% | -3.3% | +19.3% | +17.0% |
| 3M | -8.7% | +1.0% | -9.7% | -9.3% |
| 6M | +9.0% | +6.2% | +2.8% | +6.4% |
| YTD | +32.0% | +1.7% | +30.3% | +30.3% |
| 1Y | +72.5% | +8.1% | +64.3% | +66.8% |
| 3Y | -4.5% | +17.1% | -21.6% | -15.6% |
| 5Y | +109.7% | -29.4% | +139.0% | +118.1% |
| 10Y | +1.2% | +121.7% | -120.5% | -27.5% |
| All | +1.2% | +124.3% | -123.1% | -27.5% |
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