+225.6%
HAL vs KMX
+475.4%
-249.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +2.9% | +1.9% | +1.0% | +2.5% |
| 30D | +17.0% | +11.7% | +5.4% | +13.9% |
| 3M | -9.7% | +34.9% | -44.5% | -16.5% |
| 6M | +8.6% | +50.3% | -41.6% | -3.1% |
| YTD | +33.0% | +63.8% | -30.8% | +15.8% |
| 1Y | +68.3% | +3.8% | +64.5% | +60.0% |
| 3Y | +0.1% | -24.3% | +24.4% | +0.6% |
| 5Y | +102.6% | -50.2% | +152.9% | +115.7% |
| 10Y | +3.8% | +5.4% | -1.6% | -6.2% |
| All | +225.6% | +475.4% | -249.8% | +61.1% |
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