+109.7%
HAL vs IAG
+766.8%
-657.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.5% |
| 7D | +0.5% | +4.3% | -3.8% | 0.0% |
| 30D | +15.9% | +9.8% | +6.2% | +14.5% |
| 3M | -8.7% | +28.9% | -37.6% | -11.9% |
| 6M | +9.0% | -7.6% | +16.6% | +8.9% |
| YTD | +32.0% | +22.0% | +10.1% | +26.2% |
| 1Y | +72.5% | +99.5% | -27.0% | +52.1% |
| 3Y | -4.5% | +818.3% | -822.8% | -39.8% |
| 5Y | +109.7% | +785.9% | -676.2% | +19.9% |
| All | +109.7% | +766.8% | -657.1% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling