+187.7%
HAL vs KMX
+378.0%
-190.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.1% |
| 7D | +2.6% | 0.0% | +2.7% | +2.6% |
| 30D | -0.1% | +3.5% | -3.6% | -1.2% |
| 3M | -1.1% | -10.4% | +9.3% | +0.8% |
| 6M | -20.7% | +37.6% | -58.3% | -27.7% |
| YTD | +17.5% | +36.1% | -18.6% | +6.3% |
| 1Y | +24.1% | +52.8% | -28.6% | +9.0% |
| 3Y | -8.4% | -17.0% | +8.6% | -10.2% |
| 5Y | +53.2% | -64.7% | +117.9% | +76.8% |
| 10Y | -17.2% | -4.0% | -13.2% | -23.6% |
| All | +187.7% | +378.0% | -190.3% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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