+595.7%
HAL vs GIS
+1,507.8%
-912.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.1% |
| 7D | +2.9% | -7.8% | +10.8% | +5.3% |
| 30D | +17.0% | +6.6% | +10.5% | +14.8% |
| 3M | -9.7% | +21.0% | -30.6% | -15.0% |
| 6M | +8.6% | -9.1% | +17.7% | +10.6% |
| YTD | +33.0% | -13.6% | +46.6% | +37.2% |
| 1Y | +68.3% | -18.0% | +86.3% | +75.8% |
| 3Y | +0.1% | -33.7% | +33.8% | +10.0% |
| 5Y | +102.6% | -19.4% | +122.1% | +106.2% |
| 10Y | +3.8% | -21.3% | +25.1% | +3.0% |
| All | +595.7% | +1,507.8% | -912.1% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling