+499.1%
HAL vs KEY
+987.2%
-488.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.7% | -0.5% | -2.3% |
| 7D | -11.1% | -2.5% | -8.6% | -10.3% |
| 30D | -2.4% | +4.1% | -6.5% | -4.0% |
| 3M | +0.8% | -8.4% | +9.1% | +3.9% |
| 6M | -22.8% | -2.3% | -20.5% | -22.5% |
| YTD | +14.5% | +4.6% | +9.9% | +11.6% |
| 1Y | +20.2% | +24.6% | -4.4% | +9.6% |
| 3Y | -15.2% | +112.8% | -127.9% | -37.4% |
| 5Y | +42.5% | +12.9% | +29.6% | +26.1% |
| 10Y | -16.5% | +126.7% | -143.2% | -39.2% |
| All | +499.1% | +987.2% | -488.1% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling