+65.1%
HAL vs GTLB
-50.8%
+115.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | -1.3% | -6.6% | +5.2% | -0.9% |
| 30D | +10.9% | +13.7% | -2.9% | +9.8% |
| 3M | -5.8% | +52.9% | -58.8% | -8.8% |
| 6M | +8.1% | +88.5% | -80.4% | +2.7% |
| YTD | +33.2% | +23.4% | +9.8% | +30.3% |
| 1Y | +74.2% | -3.8% | +78.0% | +73.2% |
| 3Y | -3.7% | -11.5% | +7.8% | -5.6% |
| All | +65.1% | -50.8% | +115.9% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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