+1.0%
HAL vs P
+449.6%
-448.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -16.4% | +13.1% | +0.3% |
| 7D | -11.1% | -31.9% | +20.8% | -3.8% |
| 30D | -2.4% | -36.5% | +34.1% | +6.7% |
| 3M | +0.8% | +11.6% | -10.8% | -3.9% |
| 6M | -22.8% | +25.2% | -48.0% | -29.8% |
| YTD | +14.5% | +39.4% | -24.9% | +0.1% |
| 1Y | +20.2% | -3.7% | +23.9% | +12.7% |
| 3Y | -15.2% | +167.3% | -182.4% | -44.7% |
| 5Y | +42.5% | +237.3% | -194.8% | -17.5% |
| 10Y | -16.5% | +698.6% | -715.1% | -62.6% |
| All | +1.0% | +449.6% | -448.6% | -54.8% |
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 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