-6.0%
HAL vs HLT
+637.7%
-643.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | +0.6% |
| 7D | +0.5% | -2.4% | +2.9% | +2.0% |
| 30D | +15.9% | -4.1% | +20.0% | +18.6% |
| 3M | -8.7% | -10.6% | +1.9% | -3.0% |
| 6M | +9.0% | +2.0% | +7.0% | +4.9% |
| YTD | +32.0% | +6.1% | +25.9% | +23.2% |
| 1Y | +72.5% | +9.8% | +62.6% | +56.5% |
| 3Y | -4.5% | +99.0% | -103.6% | -43.1% |
| 5Y | +109.7% | +151.5% | -41.8% | +0.9% |
| 10Y | +1.2% | +561.1% | -559.9% | -71.3% |
| All | -6.0% | +637.7% | -643.7% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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