+387.2%
HAL vs IAG
+377.5%
+9.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | +2.9% | -0.5% | +3.5% | +3.0% |
| 30D | +17.0% | +28.9% | -11.8% | +11.7% |
| 3M | -9.7% | +19.1% | -28.8% | -13.2% |
| 6M | +8.6% | -10.3% | +18.9% | +8.4% |
| YTD | +33.0% | +24.2% | +8.8% | +24.3% |
| 1Y | +68.3% | +116.5% | -48.2% | +41.0% |
| 3Y | +0.1% | +742.8% | -742.7% | -38.3% |
| 5Y | +102.6% | +753.3% | -650.7% | +17.8% |
| 10Y | +3.8% | +403.2% | -399.4% | -41.5% |
| All | +387.2% | +377.5% | +9.7% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling