-15.0%
HAL vs IR
+322.3%
-337.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.6% | -1.2% |
| 7D | -12.0% | +3.7% | -15.6% | -14.2% |
| 30D | +0.3% | +7.4% | -7.2% | -4.9% |
| 3M | -1.6% | -5.9% | +4.3% | +1.6% |
| 6M | -20.5% | +5.6% | -26.1% | -25.8% |
| YTD | +14.2% | +4.8% | +9.4% | +4.0% |
| 1Y | +18.9% | +6.9% | +11.9% | +6.2% |
| 3Y | -13.7% | +27.6% | -41.3% | -35.6% |
| 5Y | +42.2% | +45.8% | -3.6% | -8.3% |
| All | -15.0% | +322.3% | -337.2% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling