-1.7%
HAL vs IR
+282.2%
-283.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.4% |
| 7D | +0.5% | +0.6% | -0.2% | 0.0% |
| 30D | +15.9% | -13.6% | +29.5% | +27.6% |
| 3M | -8.7% | +3.7% | -12.4% | -13.0% |
| 6M | +9.0% | -13.1% | +22.1% | +15.1% |
| YTD | +32.0% | -5.1% | +37.1% | +29.4% |
| 1Y | +72.5% | -6.5% | +78.9% | +69.8% |
| 3Y | -4.5% | +8.5% | -13.1% | -20.0% |
| 5Y | +109.7% | +43.3% | +66.4% | +35.5% |
| All | -1.7% | +282.2% | -283.9% | -66.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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