+2.6%
HAL vs GFI
+1,066.8%
-1,064.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.6% | -0.5% |
| 7D | -3.3% | -4.9% | +1.5% | -3.0% |
| 30D | +8.2% | +10.7% | -2.6% | +7.3% |
| 3M | -9.4% | +25.6% | -35.1% | -11.2% |
| 6M | +0.6% | -8.3% | +8.9% | +0.6% |
| YTD | +28.6% | +6.3% | +22.3% | +26.5% |
| 1Y | +63.9% | +22.1% | +41.8% | +58.5% |
| 3Y | -7.1% | +289.2% | -296.3% | -21.0% |
| 5Y | +102.3% | +531.7% | -429.3% | +61.7% |
| All | +2.6% | +1,066.8% | -1,064.3% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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