+7.4%
HAL vs MTB
+172.8%
-165.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -1.3% | +1.1% | -2.4% | -2.1% |
| 30D | +10.9% | -4.6% | +15.5% | +14.3% |
| 3M | -5.8% | +6.3% | -12.1% | -10.3% |
| 6M | +8.1% | +15.6% | -7.5% | -3.6% |
| YTD | +33.2% | +20.6% | +12.6% | +14.8% |
| 1Y | +74.2% | +22.5% | +51.6% | +48.0% |
| 3Y | -3.7% | +114.4% | -118.1% | -47.2% |
| 5Y | +111.9% | +101.9% | +10.0% | +10.2% |
| 10Y | +7.4% | +170.4% | -163.0% | -52.2% |
| All | +7.4% | +172.8% | -165.4% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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