+595.7%
HAL vs GAP
+2,258.2%
-1,662.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +2.9% | -4.5% | +7.4% | +4.0% |
| 30D | +17.0% | +9.0% | +8.0% | +14.3% |
| 3M | -9.7% | +5.0% | -14.6% | -11.3% |
| 6M | +8.6% | -17.8% | +26.4% | +11.5% |
| YTD | +33.0% | -10.4% | +43.4% | +33.2% |
| 1Y | +68.3% | -3.4% | +71.7% | +64.4% |
| 3Y | +0.1% | +111.5% | -111.4% | -25.3% |
| 5Y | +102.6% | +8.8% | +93.8% | +67.6% |
| 10Y | +3.8% | +32.9% | -29.1% | -25.6% |
| All | +595.7% | +2,258.2% | -1,662.5% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling