+115.8%
HAL vs PBR
+1,864.5%
-1,748.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.5% | -4.3% | -2.4% |
| 7D | +0.5% | +2.5% | -2.0% | -0.8% |
| 30D | +15.9% | +19.4% | -3.4% | +6.3% |
| 3M | -8.7% | +20.8% | -29.5% | -16.9% |
| 6M | +9.0% | +23.5% | -14.4% | -2.1% |
| YTD | +32.0% | +83.4% | -51.4% | -2.3% |
| 1Y | +72.5% | +77.6% | -5.1% | +29.3% |
| 3Y | -4.5% | +99.9% | -104.4% | -33.7% |
| 5Y | +109.7% | +567.7% | -458.0% | -22.4% |
| 10Y | +1.2% | +621.5% | -620.3% | -66.9% |
| All | +115.8% | +1,864.5% | -1,748.7% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling