+172.4%
HAL vs HBM
+613.3%
-441.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.3% |
| 7D | +2.9% | -6.4% | +9.3% | +5.0% |
| 30D | +17.0% | +5.9% | +11.1% | +14.3% |
| 3M | -9.7% | -8.9% | -0.7% | -9.1% |
| 6M | +8.6% | +10.7% | -2.0% | -0.1% |
| YTD | +33.0% | +38.3% | -5.3% | +12.0% |
| 1Y | +68.3% | +121.3% | -53.0% | +18.6% |
| 3Y | +0.1% | +450.6% | -450.5% | -52.1% |
| 5Y | +102.6% | +338.0% | -235.4% | -1.2% |
| 10Y | +3.8% | +578.6% | -574.8% | -64.1% |
| All | +172.4% | +613.3% | -441.0% | -22.6% |
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