+3.2%
HAL vs GRMN
+646.1%
-642.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.3% | -1.8% | -1.5% | -2.4% |
| 30D | +7.2% | -12.1% | +19.3% | +14.3% |
| 3M | -8.8% | +18.0% | -26.8% | -17.8% |
| 6M | +3.0% | +13.7% | -10.7% | -6.4% |
| YTD | +29.4% | +35.3% | -5.9% | +5.8% |
| 1Y | +62.8% | +17.2% | +45.6% | +43.0% |
| 3Y | -6.4% | +179.6% | -186.1% | -56.5% |
| 5Y | +103.6% | +75.6% | +28.1% | +32.4% |
| All | +3.2% | +646.1% | -642.8% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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