-14.9%
HAL vs MAR
+529.3%
-544.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | +6.1% | +1.6% | +4.5% | +5.0% |
| 30D | +2.9% | +13.8% | -10.9% | -5.2% |
| 3M | +3.3% | +20.3% | -16.9% | -8.3% |
| 6M | -16.9% | +21.3% | -38.2% | -27.7% |
| YTD | +21.2% | +37.2% | -16.0% | -4.5% |
| 1Y | +27.5% | +48.4% | -20.9% | -4.8% |
| 3Y | -6.4% | +120.1% | -126.6% | -47.5% |
| 5Y | +58.0% | +182.1% | -124.1% | -29.2% |
| All | -14.9% | +529.3% | -544.1% | -67.2% |
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