+7.4%
HAL vs EXPE
+153.6%
-146.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -1.3% | -11.5% | +10.2% | +3.0% |
| 30D | +10.9% | -13.1% | +23.9% | +16.0% |
| 3M | -5.8% | +18.1% | -24.0% | -13.4% |
| 6M | +8.1% | +13.3% | -5.1% | -0.4% |
| YTD | +33.2% | -3.2% | +36.4% | +27.6% |
| 1Y | +74.2% | +26.1% | +48.0% | +47.0% |
| 3Y | -3.7% | +151.7% | -155.4% | -44.1% |
| 5Y | +111.9% | +88.3% | +23.5% | +24.4% |
| 10Y | +7.4% | +158.0% | -150.6% | -59.2% |
| All | +7.4% | +153.6% | -146.2% | -59.2% |
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