-6.4%
HAL vs PBR
+69.2%
-75.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +2.5% |
| 7D | +6.1% | -1.0% | +7.1% | +6.5% |
| 30D | +2.9% | -29.3% | +32.2% | +19.5% |
| 3M | +3.3% | +5.5% | -2.2% | -2.4% |
| 6M | -16.9% | -2.9% | -14.0% | -18.4% |
| YTD | +21.2% | +61.5% | -40.3% | -9.1% |
| 1Y | +27.5% | +46.9% | -19.3% | +0.3% |
| 3Y | -6.4% | +66.4% | -72.9% | -34.3% |
| All | -6.4% | +69.2% | -75.6% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling