+3.2%
HAL vs KEY
+173.8%
-170.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | +2.9% | +2.2% | +0.7% | +1.5% |
| 30D | +17.0% | -3.0% | +20.1% | +19.1% |
| 3M | -9.7% | +3.3% | -13.0% | -12.0% |
| 6M | +8.6% | +9.2% | -0.6% | +1.5% |
| YTD | +33.0% | +10.6% | +22.3% | +22.6% |
| 1Y | +68.3% | +20.4% | +47.9% | +46.7% |
| 3Y | +0.1% | +121.8% | -121.7% | -44.6% |
| 5Y | +102.6% | +41.1% | +61.5% | +35.8% |
| All | +3.2% | +173.8% | -170.5% | -52.4% |
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