+39.7%
HAL vs EW
-14.5%
+54.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -12.0% | +11.0% | -23.0% | -12.5% |
| 30D | +0.3% | +19.1% | -18.8% | -0.8% |
| 3M | -1.6% | +14.4% | -16.0% | -2.4% |
| 6M | -20.5% | +22.8% | -43.2% | -21.6% |
| YTD | +14.2% | +19.8% | -5.6% | +12.7% |
| 1Y | +18.9% | +23.9% | -5.0% | +16.9% |
| 3Y | -13.7% | +52.2% | -66.0% | -19.0% |
| All | +39.7% | -14.5% | +54.2% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling