+134.2%
HAL vs HBM
+492.8%
-358.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.0% | -8.9% | -2.7% |
| 7D | -7.9% | +5.0% | -12.9% | -9.6% |
| 30D | -2.1% | -12.7% | +10.7% | +1.6% |
| 3M | +0.4% | -17.4% | +17.9% | +5.2% |
| 6M | -19.2% | -8.9% | -10.4% | -20.4% |
| YTD | +14.4% | +14.9% | -0.5% | +1.1% |
| 1Y | +18.0% | +41.4% | -23.4% | -3.2% |
| 3Y | -9.7% | +462.1% | -471.8% | -57.5% |
| 5Y | +40.1% | +224.0% | -183.9% | -25.1% |
| 10Y | -19.1% | +320.9% | -340.0% | -67.7% |
| All | +134.2% | +492.8% | -358.6% | -30.1% |
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 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