-14.9%
HAL vs HAS
+97.5%
-112.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.4% |
| 7D | +6.1% | +1.4% | +4.7% | +5.5% |
| 30D | +2.9% | +26.3% | -23.4% | -7.1% |
| 3M | +3.3% | +25.6% | -22.3% | -6.7% |
| 6M | -16.9% | +30.3% | -47.2% | -27.0% |
| YTD | +21.2% | +50.4% | -29.2% | -1.8% |
| 1Y | +27.5% | +57.7% | -30.2% | +1.0% |
| 3Y | -6.4% | +213.4% | -219.8% | -48.3% |
| 5Y | +58.0% | +49.1% | +8.9% | +21.5% |
| All | -14.9% | +97.5% | -112.4% | -46.6% |
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