-18.6%
HAL vs PR
+66.0%
-84.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | -12.0% | -16.4% | +4.4% | -6.1% |
| 30D | +0.3% | -1.9% | +2.2% | +0.9% |
| 3M | -1.6% | +8.0% | -9.6% | -4.5% |
| 6M | -20.5% | +4.1% | -24.6% | -21.9% |
| YTD | +14.2% | +58.7% | -44.5% | -3.9% |
| 1Y | +18.9% | +75.8% | -57.0% | -3.7% |
| 3Y | -13.7% | +73.2% | -86.9% | -29.4% |
| 5Y | +42.2% | +230.1% | -188.0% | -8.3% |
| All | -18.6% | +66.0% | -84.6% | -54.8% |
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