-16.8%
HAL vs HAS
+106.0%
-122.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +2.6% |
| 7D | -0.2% | +2.0% | -2.2% | -1.0% |
| 30D | +1.0% | +30.9% | -29.9% | -10.2% |
| 3M | -2.1% | +28.8% | -30.9% | -12.5% |
| 6M | -17.5% | +32.3% | -49.8% | -27.9% |
| YTD | +18.1% | +54.7% | -36.6% | -5.4% |
| 1Y | +19.7% | +63.2% | -43.5% | -6.6% |
| 3Y | -7.9% | +220.7% | -228.6% | -49.6% |
| 5Y | +53.1% | +53.3% | -0.3% | +16.3% |
| 10Y | -16.8% | +104.2% | -121.0% | -47.1% |
| All | -16.8% | +106.0% | -122.8% | -47.1% |
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