+105.3%
HAL vs M
+27.3%
+78.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.1% |
| 7D | +2.9% | +4.7% | -1.8% | +2.0% |
| 30D | +17.0% | -9.6% | +26.7% | +19.3% |
| 3M | -9.7% | +0.9% | -10.5% | -10.4% |
| 6M | +8.6% | +22.3% | -13.6% | +3.0% |
| YTD | +33.0% | +6.5% | +26.5% | +29.5% |
| 1Y | +68.3% | +38.8% | +29.5% | +54.3% |
| 3Y | +0.1% | +115.9% | -115.8% | -21.5% |
| All | +105.3% | +27.3% | +78.0% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling