-3.4%
HAL vs GAP
+118.2%
-121.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +2.9% | -4.5% | +7.4% | +3.6% |
| 30D | +17.0% | +9.0% | +8.0% | +15.4% |
| 3M | -9.7% | +5.0% | -14.6% | -10.6% |
| 6M | +8.6% | -17.8% | +26.4% | +10.8% |
| YTD | +33.0% | -10.4% | +43.4% | +33.4% |
| 1Y | +68.3% | -3.4% | +71.7% | +65.6% |
| All | -3.4% | +118.2% | -121.6% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling