+63.6%
HAL vs GTLB
-50.0%
+113.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.6% | -0.4% |
| 7D | +0.5% | +4.6% | -4.1% | +0.1% |
| 30D | +15.9% | +21.0% | -5.1% | +14.4% |
| 3M | -8.7% | +51.7% | -60.4% | -11.5% |
| 6M | +9.0% | +89.3% | -80.2% | +3.5% |
| YTD | +32.0% | +25.6% | +6.4% | +29.0% |
| 1Y | +72.5% | -1.5% | +74.0% | +71.2% |
| 3Y | -4.5% | -9.9% | +5.4% | -6.5% |
| All | +63.6% | -50.0% | +113.6% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling