+7.4%
HAL vs HBM
+625.8%
-618.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -1.3% | +5.5% | -6.8% | -3.2% |
| 30D | +10.9% | +3.3% | +7.6% | +9.1% |
| 3M | -5.8% | +12.7% | -18.5% | -11.7% |
| 6M | +8.1% | +28.2% | -20.1% | -5.9% |
| YTD | +33.2% | +45.3% | -12.1% | +9.0% |
| 1Y | +74.2% | +121.7% | -47.5% | +19.6% |
| 3Y | -3.7% | +523.5% | -527.2% | -59.1% |
| 5Y | +111.9% | +393.9% | -282.0% | -8.4% |
| 10Y | +7.4% | +647.9% | -640.5% | -68.1% |
| All | +7.4% | +625.8% | -618.5% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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