-13.7%
HAL vs MAR
+122.8%
-136.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -12.0% | +4.3% | -16.3% | -13.2% |
| 30D | +0.3% | +16.8% | -16.5% | -4.8% |
| 3M | -1.6% | +16.0% | -17.6% | -6.5% |
| 6M | -20.5% | +16.5% | -36.9% | -25.2% |
| YTD | +14.2% | +35.0% | -20.8% | -1.5% |
| 1Y | +18.9% | +49.4% | -30.5% | -3.4% |
| 3Y | -13.7% | +124.1% | -137.8% | -42.9% |
| All | -13.7% | +122.8% | -136.5% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling