-20.8%
HAL vs MET
+206.5%
-227.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.7% |
| 7D | -6.5% | +1.8% | -8.2% | -8.0% |
| 30D | -2.1% | +4.8% | -6.9% | -6.6% |
| 3M | -4.9% | +6.2% | -11.1% | -10.5% |
| 6M | -19.3% | +33.8% | -53.1% | -38.4% |
| YTD | +14.3% | +33.3% | -19.0% | -13.9% |
| 1Y | +17.3% | +36.3% | -19.0% | -13.6% |
| 3Y | -10.9% | +84.6% | -95.5% | -51.8% |
| 5Y | +47.4% | +87.7% | -40.3% | -22.9% |
| 10Y | -20.8% | +198.0% | -218.8% | -73.3% |
| All | -20.8% | +206.5% | -227.3% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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