+142.0%
HAL vs HBM
+470.7%
-328.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -0.2% | -1.3% | +1.0% | 0.0% |
| 30D | +1.0% | -14.8% | +15.8% | +5.6% |
| 3M | -2.1% | -20.7% | +18.6% | +3.8% |
| 6M | -17.5% | -13.9% | -3.6% | -17.2% |
| YTD | +18.1% | +10.6% | +7.5% | +5.6% |
| 1Y | +19.7% | +32.4% | -12.6% | +0.4% |
| 3Y | -7.9% | +432.0% | -439.9% | -55.9% |
| 5Y | +53.1% | +205.5% | -152.4% | -16.7% |
| 10Y | -16.8% | +291.1% | -307.9% | -66.0% |
| All | +142.0% | +470.7% | -328.8% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling