+1.2%
HAL vs M
-6.4%
+7.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | +0.5% | +2.4% | -1.9% | -0.2% |
| 30D | +15.9% | -11.6% | +27.5% | +19.8% |
| 3M | -8.7% | +1.6% | -10.3% | -10.0% |
| 6M | +9.0% | +25.2% | -16.2% | +0.6% |
| YTD | +32.0% | +3.8% | +28.3% | +28.0% |
| 1Y | +72.5% | +36.3% | +36.1% | +53.6% |
| 3Y | -4.5% | +116.3% | -120.9% | -31.6% |
| 5Y | +109.7% | +28.2% | +81.5% | +59.9% |
| 10Y | +1.2% | -3.4% | +4.6% | -44.4% |
| All | +1.2% | -6.4% | +7.6% | -44.4% |
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