-19.1%
HAL vs KEY
+121.9%
-141.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -1.6% |
| 7D | -7.9% | -0.4% | -7.5% | -7.7% |
| 30D | -2.1% | +7.2% | -9.3% | -6.5% |
| 3M | +0.4% | -4.9% | +5.3% | +3.2% |
| 6M | -19.2% | +1.1% | -20.3% | -20.6% |
| YTD | +14.4% | +6.8% | +7.6% | +7.5% |
| 1Y | +18.0% | +23.3% | -5.3% | +1.0% |
| 3Y | -9.7% | +126.1% | -135.8% | -50.3% |
| 5Y | +40.1% | +15.2% | +24.9% | +9.4% |
| 10Y | -19.1% | +113.6% | -132.7% | -58.9% |
| All | -19.1% | +121.9% | -141.0% | -58.9% |
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