+7.4%
HAL vs OMC
+29.9%
-22.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +3.0% |
| 7D | -1.3% | -4.2% | +2.9% | +1.1% |
| 30D | +10.9% | -7.5% | +18.4% | +15.5% |
| 3M | -5.8% | +4.6% | -10.5% | -10.4% |
| 6M | +8.1% | -4.8% | +13.0% | +8.3% |
| YTD | +33.2% | -1.0% | +34.2% | +26.9% |
| 1Y | +74.2% | +3.8% | +70.3% | +58.6% |
| 3Y | -3.7% | +10.2% | -13.9% | -19.8% |
| 5Y | +111.9% | +29.7% | +82.2% | +44.1% |
| 10Y | +7.4% | +32.3% | -24.9% | -32.6% |
| All | +7.4% | +29.9% | -22.5% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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