+7.4%
HAL vs IAG
+401.0%
-393.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.6% |
| 7D | -1.3% | +1.7% | -3.0% | -1.5% |
| 30D | +10.9% | +11.4% | -0.6% | +9.2% |
| 3M | -5.8% | +33.0% | -38.9% | -9.8% |
| 6M | +8.1% | -6.0% | +14.1% | +7.5% |
| YTD | +33.2% | +24.6% | +8.6% | +26.6% |
| 1Y | +74.2% | +105.0% | -30.8% | +53.0% |
| 3Y | -3.7% | +837.9% | -841.6% | -36.2% |
| 5Y | +111.9% | +817.0% | -705.1% | +33.3% |
| 10Y | +7.4% | +425.3% | -417.9% | -32.6% |
| All | +7.4% | +401.0% | -393.6% | -32.6% |
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