+17.4%
HAL vs P
+485.4%
-468.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.9% |
| 7D | +2.9% | +6.5% | -3.6% | +1.4% |
| 30D | +17.0% | +18.8% | -1.8% | +11.7% |
| 3M | -9.7% | +26.7% | -36.4% | -15.8% |
| 6M | +8.6% | +62.2% | -53.5% | -5.9% |
| YTD | +33.0% | +48.5% | -15.5% | +16.4% |
| 1Y | +68.3% | +26.4% | +41.9% | +49.4% |
| 3Y | +0.1% | +159.4% | -159.3% | -33.0% |
| 5Y | +102.6% | +275.8% | -173.2% | +15.7% |
| 10Y | +3.8% | +732.0% | -728.2% | -53.4% |
| All | +17.4% | +485.4% | -468.0% | -47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling