-16.8%
HAL vs MAR
+541.3%
-558.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.2% |
| 7D | -0.2% | +1.0% | -1.2% | -0.8% |
| 30D | +1.0% | +16.2% | -15.2% | -8.1% |
| 3M | -2.1% | +23.1% | -25.2% | -14.3% |
| 6M | -17.5% | +22.0% | -39.4% | -28.3% |
| YTD | +18.1% | +39.2% | -21.0% | -7.6% |
| 1Y | +19.7% | +48.3% | -28.5% | -10.5% |
| 3Y | -7.9% | +123.4% | -131.3% | -48.7% |
| 5Y | +53.1% | +185.4% | -132.3% | -31.7% |
| 10Y | -16.8% | +539.2% | -556.0% | -68.8% |
| All | -16.8% | +541.3% | -558.1% | -68.8% |
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