-2.5%
HAL vs HST
+68.9%
-71.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | +2.9% | -1.0% | +4.0% | +3.4% |
| 30D | +17.0% | -12.3% | +29.3% | +23.7% |
| 3M | -9.7% | -6.4% | -3.3% | -7.9% |
| 6M | +8.6% | +15.0% | -6.4% | -1.2% |
| YTD | +33.0% | +30.5% | +2.5% | +12.1% |
| 1Y | +68.3% | +35.7% | +32.6% | +38.3% |
| All | -2.5% | +68.9% | -71.4% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 3y: compounded portfolio wealth divided by compounded HST 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…
3y analysis · Full analysis span regression · 6 months rolling