-18.4%
HAL vs IP
+25.2%
-43.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.0% | +0.7% | -1.1% |
| 7D | -11.1% | -5.0% | -6.1% | -8.7% |
| 30D | -2.4% | +6.5% | -9.0% | -6.2% |
| 3M | +0.8% | -18.0% | +18.8% | +11.0% |
| 6M | -22.8% | +10.3% | -33.1% | -30.7% |
| YTD | +14.5% | -9.9% | +24.4% | +12.3% |
| 1Y | +20.2% | -1.1% | +21.2% | +10.3% |
| 3Y | -15.2% | +13.0% | -28.2% | -36.6% |
| 5Y | +42.5% | -12.3% | +54.8% | +25.6% |
| All | -18.4% | +25.2% | -43.6% | -41.1% |
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