-16.8%
HAL vs IAG
+370.6%
-387.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.4% | +5.8% | +3.7% |
| 7D | -0.2% | +3.4% | -3.6% | -0.7% |
| 30D | +1.0% | -2.7% | +3.7% | +1.0% |
| 3M | -2.1% | -0.5% | -1.6% | -2.6% |
| 6M | -17.5% | -4.8% | -12.6% | -18.0% |
| YTD | +18.1% | +9.6% | +8.6% | +13.6% |
| 1Y | +19.7% | +32.2% | -12.5% | +11.9% |
| 3Y | -7.9% | +692.5% | -700.5% | -38.1% |
| 5Y | +53.1% | +447.6% | -394.5% | +2.2% |
| 10Y | -16.8% | +403.3% | -420.1% | -46.7% |
| All | -16.8% | +370.6% | -387.4% | -46.7% |
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