+111.9%
HAL vs GIS
-23.6%
+135.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -1.3% | -8.6% | +7.3% | -0.5% |
| 30D | +10.9% | -0.5% | +11.3% | +10.9% |
| 3M | -5.8% | +11.9% | -17.7% | -7.1% |
| 6M | +8.1% | -11.6% | +19.7% | +10.2% |
| YTD | +33.2% | -16.3% | +49.5% | +36.7% |
| 1Y | +74.2% | -21.8% | +95.9% | +80.4% |
| 3Y | -3.7% | -35.7% | +32.0% | +2.0% |
| 5Y | +111.9% | -22.9% | +134.8% | +106.7% |
| All | +111.9% | -23.6% | +135.5% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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