-20.8%
HAL vs LEN
+147.0%
-167.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.4% | +5.3% | +1.7% |
| 7D | -6.5% | +0.7% | -7.1% | -7.0% |
| 30D | -2.1% | +13.0% | -15.1% | -6.9% |
| 3M | -4.9% | +1.9% | -6.7% | -6.8% |
| 6M | -19.3% | -0.7% | -18.6% | -21.1% |
| YTD | +14.3% | -13.8% | +28.1% | +16.4% |
| 1Y | +17.3% | -28.1% | +45.4% | +27.3% |
| 3Y | -10.9% | -22.8% | +11.9% | -10.1% |
| 5Y | +47.4% | -7.4% | +54.8% | +30.9% |
| 10Y | -20.8% | +143.7% | -164.5% | -52.8% |
| All | -20.8% | +147.0% | -167.8% | -52.8% |
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