-18.6%
HAL vs IP
+26.3%
-44.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -12.0% | -5.1% | -6.9% | -9.5% |
| 30D | +0.3% | +8.5% | -8.2% | -4.5% |
| 3M | -1.6% | -13.8% | +12.2% | +5.5% |
| 6M | -20.5% | +5.7% | -26.2% | -26.6% |
| YTD | +14.2% | -9.1% | +23.3% | +11.5% |
| 1Y | +18.9% | -0.8% | +19.7% | +9.0% |
| 3Y | -13.7% | +14.8% | -28.5% | -36.2% |
| 5Y | +42.2% | -11.5% | +53.7% | +24.7% |
| All | -18.6% | +26.3% | -44.8% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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