+7.4%
HAL vs MAR
+419.7%
-412.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.4% |
| 7D | -1.3% | -0.5% | -0.8% | -1.1% |
| 30D | +10.9% | -4.7% | +15.5% | +14.0% |
| 3M | -5.8% | -15.6% | +9.8% | +3.3% |
| 6M | +8.1% | +1.2% | +6.9% | +4.5% |
| YTD | +33.2% | +7.5% | +25.7% | +22.5% |
| 1Y | +74.2% | +26.6% | +47.5% | +43.1% |
| 3Y | -3.7% | +66.0% | -69.6% | -35.6% |
| 5Y | +111.9% | +154.1% | -42.2% | +0.1% |
| 10Y | +7.4% | +441.9% | -434.5% | -61.3% |
| All | +7.4% | +419.7% | -412.3% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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