-19.1%
HAL vs P
+748.5%
-767.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -1.3% |
| 7D | -7.9% | -9.6% | +1.7% | -6.1% |
| 30D | -2.1% | -33.4% | +31.4% | +6.5% |
| 3M | +0.4% | +14.2% | -13.8% | -5.1% |
| 6M | -19.2% | +31.6% | -50.8% | -27.9% |
| YTD | +14.4% | +53.5% | -39.1% | -3.3% |
| 1Y | +18.0% | +14.2% | +3.8% | +5.5% |
| 3Y | -9.7% | +190.5% | -200.2% | -44.7% |
| 5Y | +40.1% | +256.3% | -216.2% | -24.4% |
| 10Y | -19.1% | +707.9% | -727.0% | -66.8% |
| All | -19.1% | +748.5% | -767.6% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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