+3.2%
HAL vs INDA
+83.0%
-79.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -1.9% |
| 7D | -3.3% | -3.6% | +0.4% | -0.4% |
| 30D | +7.2% | -4.0% | +11.2% | +10.6% |
| 3M | -8.8% | +1.7% | -10.5% | -10.6% |
| 6M | +3.0% | -3.6% | +6.6% | +4.4% |
| YTD | +29.4% | -11.0% | +40.4% | +39.7% |
| 1Y | +62.8% | -9.5% | +72.3% | +72.9% |
| 3Y | -6.4% | +7.6% | -14.1% | -16.0% |
| 5Y | +103.6% | +4.8% | +98.8% | +85.7% |
| All | +3.2% | +83.0% | -79.7% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded INDA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling