-19.1%
HAL vs EXPE
+119.8%
-138.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -7.9% | -13.3% | +5.4% | -3.9% |
| 30D | -2.1% | -5.5% | +3.4% | -1.5% |
| 3M | +0.4% | -16.5% | +16.9% | +4.8% |
| 6M | -19.2% | +13.1% | -32.3% | -26.0% |
| YTD | +14.4% | -8.0% | +22.4% | +9.7% |
| 1Y | +18.0% | +1.1% | +16.9% | +8.3% |
| 3Y | -9.7% | +131.2% | -140.8% | -46.0% |
| 5Y | +40.1% | +39.8% | +0.4% | -3.7% |
| 10Y | -19.1% | +118.5% | -137.6% | -67.5% |
| All | -19.1% | +119.8% | -138.9% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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