+595.7%
HAL vs MTB
+8,294.1%
-7,698.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +2.9% | +1.7% | +1.2% | +2.1% |
| 30D | +17.0% | -4.2% | +21.2% | +19.3% |
| 3M | -9.7% | +8.9% | -18.5% | -13.7% |
| 6M | +8.6% | +10.9% | -2.2% | +2.3% |
| YTD | +33.0% | +21.5% | +11.5% | +19.7% |
| 1Y | +68.3% | +21.9% | +46.4% | +50.9% |
| 3Y | +0.1% | +109.2% | -109.1% | -32.1% |
| 5Y | +102.6% | +102.0% | +0.7% | +35.6% |
| 10Y | +3.8% | +171.9% | -168.1% | -36.6% |
| All | +595.7% | +8,294.1% | -7,698.3% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling