-7.6%
HAL vs GH
+457.8%
-465.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.4% |
| 7D | -0.2% | -8.2% | +8.0% | +0.5% |
| 30D | +1.0% | -4.9% | +5.9% | +1.4% |
| 3M | -2.1% | -6.2% | +4.1% | -1.7% |
| 6M | -17.5% | +60.0% | -77.5% | -21.7% |
| YTD | +18.1% | +51.5% | -33.4% | +12.2% |
| 1Y | +19.7% | +58.4% | -38.7% | +13.1% |
| 3Y | -7.9% | +617.2% | -625.2% | -28.6% |
| 5Y | +53.1% | +47.0% | +6.0% | +33.4% |
| All | -7.6% | +457.8% | -465.4% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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