+59.8%
HAL vs GFS
-2.1%
+62.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.6% |
| 7D | -1.3% | +4.5% | -5.8% | -2.1% |
| 30D | +10.9% | -8.2% | +19.1% | +12.4% |
| 3M | -5.8% | -38.9% | +33.0% | +1.7% |
| 6M | +8.1% | -2.9% | +11.0% | +5.2% |
| YTD | +33.2% | +31.8% | +1.4% | +20.4% |
| 1Y | +74.2% | +43.1% | +31.0% | +53.9% |
| 3Y | -3.7% | -20.6% | +17.0% | -7.8% |
| All | +59.8% | -2.1% | +62.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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