-19.1%
HAL vs HAS
+106.1%
-125.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.6% |
| 7D | -7.9% | +2.2% | -10.1% | -8.8% |
| 30D | -2.1% | +29.6% | -31.6% | -12.6% |
| 3M | +0.4% | +30.3% | -29.8% | -10.7% |
| 6M | -19.2% | +25.6% | -44.9% | -27.9% |
| YTD | +14.4% | +50.8% | -36.5% | -7.4% |
| 1Y | +18.0% | +63.0% | -45.0% | -8.0% |
| 3Y | -9.7% | +211.6% | -221.3% | -50.0% |
| 5Y | +40.1% | +50.4% | -10.3% | +7.3% |
| 10Y | -19.1% | +101.9% | -121.0% | -47.5% |
| All | -19.1% | +106.1% | -125.2% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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