+2.6%
HAL vs NYT
+489.9%
-487.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -3.3% | -0.6% | -2.7% | -3.1% |
| 30D | +8.2% | +4.6% | +3.6% | +6.4% |
| 3M | -9.4% | -9.6% | +0.1% | -7.0% |
| 6M | +0.6% | -14.0% | +14.6% | +4.5% |
| YTD | +28.6% | -2.8% | +31.4% | +26.9% |
| 1Y | +63.9% | +15.6% | +48.3% | +51.0% |
| 3Y | -7.1% | +56.3% | -63.4% | -26.2% |
| 5Y | +102.3% | +39.5% | +62.8% | +62.9% |
| All | +2.6% | +489.9% | -487.4% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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