-20.8%
HAL vs PR
+65.1%
-85.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | -6.5% | -9.5% | +3.0% | -3.1% |
| 30D | -2.1% | -5.7% | +3.6% | -0.1% |
| 3M | -4.9% | +3.0% | -7.8% | -6.1% |
| 6M | -19.3% | +11.8% | -31.1% | -22.8% |
| YTD | +14.3% | +58.5% | -44.2% | -3.8% |
| 1Y | +17.3% | +69.9% | -52.6% | -3.7% |
| 3Y | -10.9% | +84.9% | -95.8% | -28.7% |
| 5Y | +47.4% | +246.4% | -199.0% | -6.3% |
| 10Y | -20.8% | +70.3% | -91.1% | -56.8% |
| All | -20.8% | +65.1% | -85.9% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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