+55.3%
HAL vs GFS
-2.1%
+57.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.3% | +3.2% | -6.5% | -3.8% |
| 30D | +7.2% | -9.6% | +16.8% | +9.0% |
| 3M | -8.8% | -38.5% | +29.7% | -1.6% |
| 6M | +3.0% | -1.3% | +4.3% | -0.1% |
| YTD | +29.4% | +31.8% | -2.4% | +16.9% |
| 1Y | +62.8% | +44.6% | +18.3% | +43.6% |
| 3Y | -6.4% | -20.6% | +14.2% | -10.5% |
| All | +55.3% | -2.1% | +57.4% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling