-6.5%
HAL vs GFI
+292.6%
-299.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -2.8% |
| 7D | -3.3% | -5.1% | +1.9% | -3.2% |
| 30D | +7.2% | +13.4% | -6.2% | +6.9% |
| 3M | -8.8% | +36.2% | -45.0% | -9.4% |
| 6M | +3.0% | -9.8% | +12.8% | +3.4% |
| YTD | +29.4% | +7.7% | +21.7% | +28.7% |
| 1Y | +62.8% | +27.2% | +35.6% | +59.5% |
| All | -6.5% | +292.6% | -299.2% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling