-16.8%
HAL vs GD
+174.7%
-191.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.1% | +3.4% | +3.4% |
| 7D | -0.2% | +0.6% | -0.9% | -0.8% |
| 30D | +1.0% | +9.5% | -8.5% | -7.3% |
| 3M | -2.1% | -5.8% | +3.7% | +2.8% |
| 6M | -17.5% | +7.7% | -25.2% | -24.4% |
| YTD | +18.1% | +11.1% | +7.1% | +3.6% |
| 1Y | +19.7% | +6.1% | +13.6% | +9.6% |
| 3Y | -7.9% | +59.8% | -67.7% | -45.6% |
| 5Y | +53.1% | +104.6% | -51.6% | -30.1% |
| 10Y | -16.8% | +170.6% | -187.3% | -68.6% |
| All | -16.8% | +174.7% | -191.5% | -68.6% |
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