+2.9%
HAL vs GD
+190.3%
-187.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +1.0% |
| 7D | +2.9% | -5.3% | +8.2% | +8.0% |
| 30D | +17.0% | -6.4% | +23.5% | +24.1% |
| 3M | -9.7% | +5.7% | -15.4% | -15.3% |
| 6M | +8.6% | -0.9% | +9.6% | +7.1% |
| YTD | +33.0% | +8.2% | +24.8% | +20.0% |
| 1Y | +68.3% | +13.4% | +54.9% | +44.3% |
| 3Y | +0.1% | +68.5% | -68.4% | -44.0% |
| 5Y | +102.6% | +97.2% | +5.5% | -3.4% |
| All | +2.9% | +190.3% | -187.5% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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