-19.1%
HAL vs PH
+778.3%
-797.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -3.2% |
| 7D | -7.9% | +3.0% | -10.9% | -10.2% |
| 30D | -2.1% | -0.6% | -1.4% | -2.4% |
| 3M | +0.4% | -10.7% | +11.2% | +8.2% |
| 6M | -19.2% | +9.1% | -28.3% | -27.0% |
| YTD | +14.4% | +9.5% | +4.9% | +0.7% |
| 1Y | +18.0% | +14.0% | +3.9% | +0.3% |
| 3Y | -9.7% | +138.9% | -148.6% | -61.1% |
| 5Y | +40.1% | +209.1% | -169.0% | -54.3% |
| 10Y | -19.1% | +737.3% | -756.4% | -87.8% |
| All | -19.1% | +778.3% | -797.4% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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