+2.6%
HAL vs GDDY
+207.2%
-204.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | -3.3% | -3.2% | -0.1% | -2.5% |
| 30D | +8.2% | +6.8% | +1.4% | +5.2% |
| 3M | -9.4% | +30.5% | -39.9% | -19.5% |
| 6M | +0.6% | +13.3% | -12.7% | -7.0% |
| YTD | +28.6% | -21.0% | +49.5% | +34.0% |
| 1Y | +63.9% | -34.0% | +97.9% | +82.5% |
| 3Y | -7.1% | +33.1% | -40.2% | -26.0% |
| 5Y | +102.3% | +30.3% | +72.0% | +56.5% |
| All | +2.6% | +207.2% | -204.7% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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