-4.5%
HAL vs GFS
-20.2%
+15.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +0.5% | +2.6% | -2.2% | 0.0% |
| 30D | +15.9% | -16.4% | +32.3% | +19.6% |
| 3M | -8.7% | -41.6% | +32.9% | +0.4% |
| 6M | +9.0% | -3.7% | +12.7% | +4.7% |
| YTD | +32.0% | +29.3% | +2.7% | +15.1% |
| 1Y | +72.5% | +37.1% | +35.3% | +46.6% |
| 3Y | -4.5% | -22.1% | +17.6% | -12.5% |
| All | -4.5% | -20.2% | +15.7% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling