+7.4%
HAL vs MDY
+170.4%
-163.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +2.3% |
| 7D | -1.3% | -0.8% | -0.6% | -0.4% |
| 30D | +10.9% | -3.9% | +14.8% | +16.5% |
| 3M | -5.8% | 0.0% | -5.8% | -6.7% |
| 6M | +8.1% | +8.5% | -0.4% | -4.9% |
| YTD | +33.2% | +13.2% | +20.0% | +10.6% |
| 1Y | +74.2% | +15.0% | +59.1% | +41.0% |
| 3Y | -3.7% | +49.6% | -53.3% | -46.2% |
| 5Y | +111.9% | +46.0% | +65.9% | +19.0% |
| 10Y | +7.4% | +176.4% | -169.0% | -69.0% |
| All | +7.4% | +170.4% | -163.1% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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