+2.5%
HAL vs GDDY
+381.9%
-379.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.0% | -5.8% | -3.6% |
| 7D | -3.3% | -7.0% | +3.7% | -1.5% |
| 30D | +7.2% | +6.2% | +1.0% | +4.8% |
| 3M | -8.8% | +20.0% | -28.8% | -15.5% |
| 6M | +3.0% | +6.8% | -3.9% | -2.0% |
| YTD | +29.4% | -22.3% | +51.7% | +34.5% |
| 1Y | +62.8% | -33.5% | +96.4% | +77.4% |
| 3Y | -6.4% | +29.2% | -35.7% | -20.8% |
| 5Y | +103.6% | +28.1% | +75.6% | +68.5% |
| 10Y | +4.3% | +200.2% | -195.9% | -28.3% |
| All | +2.5% | +381.9% | -379.4% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling