-16.8%
HAL vs KEY
+107.2%
-124.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.1% |
| 7D | -0.2% | -0.5% | +0.3% | +0.1% |
| 30D | +1.0% | +6.7% | -5.7% | -3.3% |
| 3M | -2.1% | -4.6% | +2.5% | +0.4% |
| 6M | -17.5% | +2.6% | -20.1% | -19.6% |
| YTD | +18.1% | +7.0% | +11.2% | +10.9% |
| 1Y | +19.7% | +23.5% | -3.7% | +2.4% |
| 3Y | -7.9% | +126.4% | -134.3% | -49.4% |
| 5Y | +53.1% | +13.0% | +40.0% | +21.4% |
| 10Y | -16.8% | +99.5% | -116.3% | -57.4% |
| All | -16.8% | +107.2% | -124.0% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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