+2.6%
HAL vs MTCH
+208.0%
-205.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | -3.3% | +1.3% | -4.6% | -3.6% |
| 30D | +8.2% | +15.9% | -7.7% | +5.0% |
| 3M | -9.4% | +23.3% | -32.7% | -13.5% |
| 6M | +0.6% | +40.1% | -39.5% | -6.7% |
| YTD | +28.6% | +33.6% | -5.0% | +20.0% |
| 1Y | +63.9% | +14.1% | +49.8% | +57.9% |
| 3Y | -7.1% | +1.4% | -8.5% | -10.7% |
| 5Y | +102.3% | -73.1% | +175.5% | +141.8% |
| All | +2.6% | +208.0% | -205.5% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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