+2.6%
HAL vs GPN
+28.2%
-25.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -3.3% | -4.6% | +1.3% | -1.2% |
| 30D | +8.2% | -0.3% | +8.4% | +7.8% |
| 3M | -9.4% | +35.4% | -44.9% | -23.4% |
| 6M | +0.6% | +21.7% | -21.0% | -11.7% |
| YTD | +28.6% | +14.9% | +13.7% | +14.5% |
| 1Y | +63.9% | +3.2% | +60.7% | +53.3% |
| 3Y | -7.1% | -27.1% | +20.0% | +0.1% |
| 5Y | +102.3% | -44.4% | +146.7% | +143.9% |
| All | +2.6% | +28.2% | -25.6% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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