-18.6%
HAL vs M
-4.2%
-14.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +1.0% |
| 7D | -12.0% | -4.3% | -7.7% | -11.1% |
| 30D | +0.3% | +1.3% | -1.0% | -0.5% |
| 3M | -1.6% | -7.4% | +5.8% | -0.4% |
| 6M | -20.5% | +18.3% | -38.8% | -25.7% |
| YTD | +14.2% | +7.6% | +6.6% | +8.8% |
| 1Y | +18.9% | +17.4% | +1.5% | +10.1% |
| 3Y | -13.7% | +108.4% | -122.1% | -37.5% |
| 5Y | +42.2% | -10.6% | +52.8% | +23.6% |
| All | -18.6% | -4.2% | -14.4% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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