-20.8%
HAL vs O
+78.3%
-99.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -6.5% | +3.5% | -10.0% | -8.5% |
| 30D | -2.1% | +10.4% | -12.5% | -7.9% |
| 3M | -4.9% | -2.4% | -2.4% | -3.8% |
| 6M | -19.3% | -1.2% | -18.1% | -19.4% |
| YTD | +14.3% | +10.4% | +3.9% | +6.3% |
| 1Y | +17.3% | +11.4% | +5.9% | +8.5% |
| 3Y | -10.9% | +40.4% | -51.3% | -30.7% |
| 5Y | +47.4% | +12.1% | +35.3% | +30.7% |
| 10Y | -20.8% | +82.7% | -103.5% | -36.0% |
| All | -20.8% | +78.3% | -99.1% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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