+68.3%
HAL vs LEN
-37.1%
+105.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.6% |
| 7D | +2.9% | -3.2% | +6.1% | +2.9% |
| 30D | +17.0% | -4.9% | +21.9% | +17.1% |
| 3M | -9.7% | -8.5% | -1.2% | -9.2% |
| 6M | +8.6% | -20.7% | +29.3% | +12.3% |
| YTD | +33.0% | -17.4% | +50.4% | +36.0% |
| 1Y | +68.3% | -38.2% | +106.6% | +77.7% |
| All | +68.3% | -37.1% | +105.4% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling