-20.8%
HAL vs IAG
+336.8%
-357.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.7% | +6.6% | +0.7% |
| 7D | -6.5% | +16.8% | -23.3% | -8.4% |
| 30D | -2.1% | -1.5% | -0.6% | -2.3% |
| 3M | -4.9% | +0.5% | -5.3% | -5.4% |
| 6M | -19.3% | -1.0% | -18.3% | -20.2% |
| YTD | +14.3% | +12.3% | +2.0% | +9.5% |
| 1Y | +17.3% | +39.2% | -21.9% | +8.9% |
| 3Y | -10.9% | +712.3% | -723.2% | -40.3% |
| 5Y | +47.4% | +484.2% | -436.8% | -2.4% |
| 10Y | -20.8% | +382.3% | -403.1% | -49.5% |
| All | -20.8% | +336.8% | -357.6% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling