+7.4%
HAL vs MET
+245.0%
-237.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -1.3% | -0.8% | -0.6% | -0.8% |
| 30D | +10.9% | -1.4% | +12.3% | +11.8% |
| 3M | -5.8% | +12.5% | -18.4% | -15.7% |
| 6M | +8.1% | +37.1% | -29.0% | -19.3% |
| YTD | +33.2% | +23.8% | +9.4% | +7.8% |
| 1Y | +74.2% | +24.1% | +50.0% | +39.4% |
| 3Y | -3.7% | +65.2% | -68.9% | -42.3% |
| 5Y | +111.9% | +82.3% | +29.6% | +14.6% |
| 10Y | +7.4% | +241.6% | -234.2% | -64.8% |
| All | +7.4% | +245.0% | -237.6% | -64.8% |
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