+105.3%
HAL vs GD
+97.9%
+7.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.7% |
| 7D | +2.9% | -5.3% | +8.2% | +7.0% |
| 30D | +17.0% | -6.4% | +23.5% | +22.7% |
| 3M | -9.7% | +5.7% | -15.4% | -14.3% |
| 6M | +8.6% | -0.9% | +9.6% | +7.9% |
| YTD | +33.0% | +8.2% | +24.8% | +22.1% |
| 1Y | +68.3% | +13.4% | +54.9% | +47.8% |
| 3Y | +0.1% | +68.5% | -68.4% | -41.3% |
| All | +105.3% | +97.9% | +7.4% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling