+109.7%
HAL vs LEN
-12.1%
+121.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.1% |
| 7D | +0.5% | -2.9% | +3.3% | +1.0% |
| 30D | +15.9% | -8.9% | +24.8% | +17.7% |
| 3M | -8.7% | -10.9% | +2.2% | -7.3% |
| 6M | +9.0% | -19.7% | +28.7% | +12.8% |
| YTD | +32.0% | -20.6% | +52.6% | +36.6% |
| 1Y | +72.5% | -42.4% | +114.9% | +90.5% |
| 3Y | -4.5% | -26.5% | +22.0% | -2.1% |
| 5Y | +109.7% | -10.9% | +120.6% | +106.7% |
| All | +109.7% | -12.1% | +121.8% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling