+595.7%
HAL vs OMC
+6,006.3%
-5,410.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.7% |
| 7D | +2.9% | -6.4% | +9.3% | +6.1% |
| 30D | +17.0% | +1.1% | +15.9% | +15.8% |
| 3M | -9.7% | +10.4% | -20.1% | -15.4% |
| 6M | +8.6% | -1.7% | +10.3% | +7.2% |
| YTD | +33.0% | +4.4% | +28.5% | +24.8% |
| 1Y | +68.3% | +8.4% | +59.9% | +53.6% |
| 3Y | +0.1% | +14.4% | -14.3% | -13.0% |
| 5Y | +102.6% | +33.9% | +68.8% | +57.8% |
| 10Y | +3.8% | +34.9% | -31.0% | -18.0% |
| All | +595.7% | +6,006.3% | -5,410.5% | +135.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling