+6.3%
HAL vs LEN
+111.1%
-104.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -1.3% | -3.4% | +2.0% | -0.2% |
| 30D | +10.9% | -5.7% | +16.5% | +12.9% |
| 3M | -5.8% | -12.2% | +6.4% | -2.5% |
| 6M | +8.1% | -18.3% | +26.4% | +14.0% |
| YTD | +33.2% | -20.2% | +53.4% | +41.0% |
| 1Y | +74.2% | -40.1% | +114.2% | +103.9% |
| 3Y | -3.7% | -26.2% | +22.5% | -0.7% |
| 5Y | +111.9% | -9.8% | +121.7% | +90.6% |
| All | +6.3% | +111.1% | -104.8% | -34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling