-5.2%
HAL vs GH
+446.7%
-451.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.2% | +3.3% |
| 7D | +6.1% | +0.6% | +5.5% | +6.0% |
| 30D | +2.9% | -6.9% | +9.8% | +3.5% |
| 3M | +3.3% | -4.9% | +8.3% | +3.6% |
| 6M | -16.9% | +54.1% | -71.0% | -20.9% |
| YTD | +21.2% | +48.5% | -27.3% | +15.3% |
| 1Y | +27.5% | +61.2% | -33.6% | +20.2% |
| 3Y | -6.4% | +570.3% | -576.8% | -27.0% |
| 5Y | +58.0% | +46.1% | +11.9% | +37.7% |
| All | -5.2% | +446.7% | -451.9% | -32.5% |
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